Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis
Year of publication: |
2018
|
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Authors: | Labidi, Chiaz ; Rahman, Md Lutfur ; Hedström, Axel ; Uddin, Mohammed Gazi Salah ; Bekiros, Stelios |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 59.2018, p. 179-211
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Subject: | Cross-quantilogram | Developed market | Directional predictability | Emerging market | Uncertainty | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Entwicklungsländer | Developing countries | Aktienmarkt | Stock market | Börsenkurs | Share price | Industrieländer | Industrialized countries | Welt | World |
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