The effect of domestic and foreign risks on an emerging stock market : a time series analysis
Dervis Kirikkaleli
| Year of publication: |
2020
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|---|---|
| Authors: | Kirikkaleli, Dervis |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-10
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| Subject: | ARDL | DOLS | Emerging market | Markov switching | Stock market | Taiwan | Aktienmarkt | Schwellenländer | Emerging economies | Börsenkurs | Share price | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Kointegration | Cointegration | Volatilität | Volatility |