On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Rui Menezes; Andreia Dionísio; Hossein Hassani
| Year of publication: |
2012
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| Authors: | Menezes, Rui ; Dionísio, Andreia Teixeira Marques ; Hassani, Hossein |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 52.2012, 4, p. 369-384
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| Subject: | Aktienmarkt | Stock market | Globalisierung | Globalization | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Korrelation | Correlation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | G7-Staaten | G7 countries | 1973-2009 |
| Extent: | graph. Darst. |
|---|---|
| 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/10009700549