Are U.S. growth and value stocks similarly integrated with the world markets? : a test across business cycles
Shailesh Rana and G. Michael Phillips
| Year of publication: |
Nov 2016
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|---|---|
| Authors: | Rana, Shailesh ; Phillips, G. Michael |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 52/54, p. 5168-5185
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| Subject: | Global risk premium | market integration and transmission risk | economic linkages | growth and value stocks | business cycles | GARCH | USA | United States | Marktintegration | Market integration | Risikoprämie | Risk premium | Konjunktur | Business cycle | Konjunkturzusammenhang | Business cycle synchronization | Risiko | Risk | ARCH-Modell | ARCH model | Welt | World | Wirtschaftswachstum | Economic growth |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1173179 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645069