Global, regional, and country-specific components of financial market indicators
Zalán Kocsis
| Year of publication: |
2014
|
|---|---|
| Authors: | Kocsis, Zalán |
| Published in: |
Acta oeconomica : periodical of the Hungarian Academy of Sciences. - Budapest : Akad., ISSN 0001-6373, ZDB-ID 301591-9. - Vol. 64.2014, S1, p. 81-110
|
| Subject: | variance decomposition | factor analysis | Procrustes rotation | spillover | cross-country correlations | cross-asset correlations | Korrelation | Correlation | Welt | World | Finanzmarkt | Financial market | Faktorenanalyse | Factor analysis | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method | Wirtschaftsindikator | Economic indicator | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010473362