Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
Year of publication: |
2012
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Authors: | Gupta, Rakesh ; Guidi, Francesco |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 21.2012, p. 10-22
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Subject: | Stock markets | Cointegration | Time-varying correlations | India | Asian stock markets | Indien | Aktienmarkt | Stock market | Kointegration | Asien | Asia | Korrelation | Correlation | Börsenkurs | Share price | Marktintegration | Market integration |
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