Co-movements of Shanghai and New York Stock prices by time-varying regressions
Year of publication: |
2011
|
---|---|
Authors: | Chow, Gregory C. ; Liu, Changjiang ; Niu, Linlin |
Publisher: |
Helsinki : Bank of Finland |
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Marktintegration | Market integration | Regressionsanalyse | Regression analysis | China | USA | United States | 1992-2010 |
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Co-movements of Shanghai and New York stock prices by time-varying regressions
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Co-movements of Shanghai and New York Stock prices by time-varying regressions
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