Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model
Heng Chen, Bento J. Lobo, Wing-Keung Wong
| Year of publication: |
July-December 2015
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| Authors: | Chen, Heng ; Lobo, Bento J. ; Wong, Wing Keung |
| Published in: |
Global review of business and economic research. - New Delhi : Serials Publ., ISSN 0973-127X, ZDB-ID 2402714-5. - Vol. 11.2015, 2, p. 153-171
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| Subject: | Globalization | Stock markets | Fractionally Integrated Vector Error Correction Model | Multivariate GARCH | Kointegration | Cointegration | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Globalisierung | Marktintegration | Market integration | Schwellenländer | Emerging economies | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Welt | World | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
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| 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/10011675506