Asymmetric causality in-mean and in-variance among equity markets indexes
Year of publication: |
April 2016
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Authors: | González Sánchez, Mariano |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 36.2016, p. 49-68
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Subject: | Asymmetric causality | Bidirectional causality | Equity market | Volatility spillovers | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Aktienindex | Stock index | ARCH-Modell | ARCH model | Theorie | Theory |
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