Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis
Oussama Tilfani, Paulo Ferreira and My Youssef El Boukfaoui
| Year of publication: |
2020
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|---|---|
| Authors: | Tilfani, Oussama ; Ferreira, Paulo ; El Boukfaoui, My Youssef |
| Published in: |
Post-communist economies. - Basingstoke, Hants : Taylor & Francis, ISSN 1465-3958, ZDB-ID 1485001-1. - Vol. 32.2020, 5, p. 643-674
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| Subject: | Central and Eastern European countries | Correlation coefficient | detrended cross-correlation analysis | stock market integration | Aktienmarkt | Stock market | Korrelation | Correlation | Marktintegration | Market integration | Osteuropa | Eastern Europe | Schätzung | Estimation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14631377.2019.1678099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012266808