An empirical analysis of international equity market co-movements: implications for informational efficiency
Year of publication: |
2003-11
|
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Authors: | CROCI, Manuela |
Institutions: | Dipartimento di Scienze Economiche e Sociali, FacoltĂ di Economia "Giorgio FuĂ " |
Subject: | asymmetry in equity market co-movements | informational efficiency | international equity markets | univariate GARCH |
Extent: | application/pdf |
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Series: | Working Papers. - ISSN 2279-9575. |
Type of publication: | Book / Working Paper |
Notes: | Number 197 3 pages long |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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