On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
| Year of publication: |
2012
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| Authors: | Menezes, Rui ; Dionísio, Andreia ; 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 11142170. - Vol. 52.2012, 4, p. 369-384
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