Integration of stock markets using autoregressive distributed lag bounds test approach
Nikunj Patel, Bhavesh Patel
| Year of publication: |
2022
|
|---|---|
| Authors: | Patel, Nikunj ; Patel, Bhavesh |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 26.2022, 1, p. 37-64
|
| Subject: | ARDL | autoregressive distributed lag | bounds testing | cointegration | COVID-19 | stock market integration | structural breaks | UK | USA | Kointegration | Cointegration | Aktienmarkt | Stock market | Strukturbruch | Structural break | Lag-Modell | Lag model | United States | Schätzung | Estimation | Coronavirus | Zeitreihenanalyse | Time series analysis | Marktintegration | Market integration | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2022.120000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012798071