Time-varying global financial market inefficiency : an instance of pre-, during, and post-subprime crisis
Rahul Roy; Shijin Santhakumar
| Year of publication: |
2014
|
|---|---|
| Authors: | Roy, Rahul ; Santhakumar, Shijin |
| Published in: |
Decision. - Calcutta : Inst., ISSN 0304-0941, ZDB-ID 196771-X. - Vol. 41.2014, 4, p. 449-488
|
| Subject: | Time-varying VAR model | ARCH | GARCH | Subprime crisis | Time-varying global financial market inefficiency | Market dynamics | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | VAR-Modell | VAR model | Effizienzmarkthypothese | Efficient market hypothesis | Welt | World | Volatilität | Volatility |
| 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/10010483835