Regularities in the data between major equity markets : evidence from Granger causality tests
Year of publication: |
1993
|
---|---|
Authors: | Smith, Kenneth L. |
Other Persons: | Brocato, Joe (contributor) ; Rogers, John E. (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 3.1993, 1, p. 55-60
|
Subject: | Börsenkurs | Share price | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Japan |
-
Extreme correlation of international equity markets
Longin, François M., (2000)
-
Masih, Abdul Mansur M., (1998)
-
Soydemir, Gökçe A., (2000)
- More ...
-
Rogers, John E., (1988)
-
Greene, Michael, (1994)
-
Professional forecast error as a function of a variable forecast horizon: A decomposition analysis
Smith, Kenneth L., (1991)
- More ...