Periodic dynamic conditional correlations between stock markets in Europe and the US
Year of publication: |
2008
|
---|---|
Authors: | Osborn, Denise R. ; Savva, Christos S. ; Gill, Len |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 3, p. 307-325
|
Subject: | Aktienmarkt | Stock market | Marktintegration | Market integration | Korrelation | Correlation | Europa | Europe | USA | United States |
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