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
|
---|---|
Authors: | Menezes, Rui ; DionĂsio, Andreia ; Hassani, Hossein |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 52.2012, 4, p. 369-384
|
Publisher: |
Elsevier |
Subject: | Globalization | Market integration | Vector Error Correction | Mutual Information | Singular Spectrum Analysis |
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