International nonlinear causality between stock markets
Year of publication: |
2008
|
---|---|
Authors: | Beine, Michel ; Capelle-Blancard, Gunther ; Raymond, Hélène |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 7/8, p. 663-686
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Kausalanalyse | Causality analysis | Frankreich | France | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1973-20035200 |
-
Gottschalk, Sylvia, (2023)
-
Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q., (2010)
-
Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach
Ning, Cathy Q., (2015)
- More ...
-
International Nonlinear Causality between Stock Markets
Beine, Michel, (2014)
-
Empirical evidence on periodically collapsing stock price bubbles
Capelle-Blancard, Gunther, (2004)
-
Beine, Michel, (2009)
- More ...