Conditional co-movement and dynamic interactions: US and BRIC equity markets
نویسندگان
چکیده
منابع مشابه
Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
☆ The authors are grateful to Li Qingyang, James Z with data collection, and to Jun Yu and an anonymou the Centre for International Governance Innovation lisches Wilhelms Universität Münster, the June 2011 and Financial Econometrics, the 2011 Western Econo nance Association Conference in Macau — where thi ⁎ Corresponding author at: Wilfrid Laurier Univers E-mail address: [email protected] (P.L. Si...
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ژورنال
عنوان ژورنال: Economic Annals
سال: 2017
ISSN: 0013-3264,1820-7375
DOI: 10.2298/eka1712085s