The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Sonali Das, Riza Demirer, Rangan Gupta, Siphumlile Mangisa
| Year of publication: |
2019
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|---|---|
| Authors: | Das, Sonali ; Demirer, Rıza ; Gupta, Rangan ; Mangisa, Siphumlile |
| Published in: |
Structural change and economic dynamics : SC+ED. - Amsterdam : Elsevier, ISSN 0954-349X, ZDB-ID 1055942-5. - Vol. 50.2019, p. 132-147
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| Subject: | Correlation | Functional data analysis | Global crises | Stock markets | Aktienmarkt | Stock market | Korrelation | Finanzkrise | Financial crisis | Welt | World | Globalisierung | Globalization | Volatilität | Volatility | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.strueco.2019.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012299650