A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies
Year of publication: |
1998-01-02
|
---|---|
Authors: | Michael, ROCKINGER ; Giovanni, URGA |
Institutions: | HEC Paris (École des Hautes Études Commerciales) |
Subject: | Central and Eastern Europe | stock indices | predictability | market integration |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Les Cahiers de Recherche - Groupe HEC Number 635 40 pages |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
-
Rockinger, Michael, (2000)
-
Stock return predictability and market integration : the role of global and local information
McMillan, David G., (2016)
-
Has COVID-19 changed the correlation between cryptocurrencies and stock markets?
Abdelkafi, Ines, (2023)
- More ...
-
Taxation and Economic Incentives on Health-Related Commodities: Alcohol, Tobacco and Food
Alemanno, Alberto, (2014)
-
Instabilities in Large Economies: Aggregate Volatility Without Idiosyncratic Shocks
Thesmar, David, (2014)
-
Mehrpouya, Afshin, (2014)
- More ...