A spatial analysis of international stock market linkages
Year of publication: |
2013
|
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Authors: | Asgharian, Hossein ; Hess, Wolfgang ; Liu, Lu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 4738-4754
|
Subject: | Financial and economic integration | Stock market co-movements | Spatial econometrics | Spillover and feedback effects | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Marktintegration | Market integration | Internationaler Finanzmarkt | International financial market | Preiskonvergenz | Price convergence | Korrelation | Correlation | Regionalökonomik | Regional economics | Wirtschaftsintegration | Economic integration | Kointegration | Cointegration |
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