Regional and global integration of Asian stock markets
Year of publication: |
2019
|
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Authors: | Mohti, Wahbeeah ; Dionísio, Andreia Teixeira Marques ; Vieira, Isabel ; Ferreira, Paulo |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 50.2019, p. 357-368
|
Subject: | Detrended cross correlation analysis (DCCA) | Emerging markets | Frontier markets | Gregory and Hansen cointegration test | Stock market integration | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Asien | Asia | Marktintegration | Market integration | Kointegration | Cointegration | Korrelation | Correlation | Schätzung | Estimation | Finanzmarkt | Financial market |
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