Comovements in national stock market returns : evidence of predictability, but not cointegration
Year of publication: |
1995
|
---|---|
Authors: | Richards, Anthony J. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 36.1995, 3, p. 631-654
|
Subject: | Wechselkurs | Exchange rate | Finanzmarkt | Financial market | Schätztheorie | Estimation theory | Welt | World |
-
Nonparametric modelling of financial time series
Heid, Frank, (1998)
-
Nonparametric modeling in financial time series
Franke, Jürgen, (2009)
-
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony, (2019)
- More ...
-
Growth, Nontradables, and Price Convergence in the Baltics
Richards, Anthony J., (1995)
-
Comovements in National Stock Market Returns : Evidence of Predictability But Not Cointegration
Richards, Anthony J., (1996)
-
Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?
Richards, Anthony J., (1996)
- More ...