Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries : pre- and post-September 11
Abdulnasser Hatemi-J; Eduardo Roca; Daniel Buncic
Year of publication: |
2006
|
---|---|
Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo ; Buncic, Daniel |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 11075557. - Vol. 22.2006, 3, p. 65-74
|
Saved in:
Saved in favorites
Similar items by person
-
Hatemi-J, Abdulnasser, (2006)
-
Hatemi-J, Abdulnasser, (2005)
-
Calculating the optimal hedge ratio: constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser, (2006)
- More ...