Stock market integration : granger causality testing with respect to nonsynchronous trading effects
Eduard Baumöhl; Tomáš Výrost
| Year of publication: |
2010
|
|---|---|
| Authors: | Baumöhl, Eduard ; Výrost, Tomáš |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 60.2010, 5, p. 414-425
|
| Subject: | Aktienmarkt | Stock market | Marktintegration | Market integration | Volatilität | Volatility | Kausalanalyse | Causality analysis | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | China | Japan | 2000-2010 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009009406