The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market
Year of publication: |
2008
|
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Authors: | Seung Oh Nam ; Oh, Seung Yuong ; Hyun Kyung Kim |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 17.2008, 2, p. 259-273
|
Subject: | Aktienindex | Stock index | Finanzmarkt | Financial market | Marktmechanismus | Market mechanism | Lag-Modell | Lag model | Kausalanalyse | Causality analysis | Südkorea | South Korea | 2001-2003 |
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