Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets
Sudharshan Reddy Paramati, Rakesh Gupta, Kishore Tandon
| Year of publication: |
2016
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|---|---|
| Authors: | Paramati, Sudharshan Reddy ; Gupta, Rakesh ; Tandon, Kishore |
| Published in: |
International journal of business and emerging markets : IJBEM. - Olney, Bucks : Inderscience Publ., ISSN 1753-6219, ZDB-ID 2442561-8. - Vol. 8.2016, 2, p. 121-145
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| Subject: | conditional correlations | frontier markets | global financial crisis | Australien | Australia | Korrelation | Correlation | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011615352