The Causal Links Between Equity Market Prices: The Case of Australia and Its Major Trading Partners
Year of publication: |
2004-08-11
|
---|---|
Authors: | Roca, Eduardo D. ; Hatemi-J, Abdulnasser |
Institutions: | Econometric Society |
Subject: | Equity Market Integration | Leveraged Bootstrap | Causality | Australia |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 99 |
Classification: | G15 - International Financial Markets ; G11 - Portfolio Choice ; C32 - Time-Series Models |
Source: |
-
Hatemi-J, Abdulnasser, (2004)
-
Volatility spillovers, asymmetry and extreme events in securitized real estate returns
Hoesli, Martin, (2010)
-
Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
Hoesli, Martin, (2013)
- More ...
-
Hatemi-J, Abdulnasser, (2007)
-
Do birds of the same feather flock together? - The case of the Chinese states equity markets
Hatemi-J, Abdulnasser, (2004)
-
Hatemi-J, Abdulnasser, (2007)
- More ...