Information transmission between stock markets in Hong Kong, Europe and the US : new evidence on time- and state-dependence
R. Maderitsch (University of Hohenheim, Chair of Statistics and Econometrics II, Stuttgart, Germany)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Maderitsch, Robert |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 35.2015, 1, p. 13-36
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| Subject: | Spillovers | Informational efficiency | Structural breaks | Threshold regression | State-dependence | Hongkong | Hong Kong | Aktienmarkt | Stock market | Strukturbruch | Structural break | Spillover-Effekt | Spillover effect | USA | United States | Börsenkurs | Share price | Informationseffizienz | Informationsverbreitung | Information dissemination | Schätzung | Estimation | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2014.07.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538034