Asymmetric price transmission within the Argentinean stock market : an asymmetric threshold cointegration approach
Zouheir Mighri, Faysal Mansouri
| Year of publication: |
November 2016
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| Authors: | Mighri, Zouheir ; Mansouri, Fayçal |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 3, p. 1115-1149
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| Subject: | Asymmetric price transmission | Threshold cointegration | Structural change | Asymmetric adjustment | Asymmetric error correction | Causality | Pairs trading rule | Kointegration | Cointegration | Börsenkurs | Share price | Preis | Price | Schätzung | Estimation | Preiskonvergenz | Price convergence | Aktienmarkt | Stock market |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-1029-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011554374