Asymmetric price transmission within the Argentinean stock market : an asymmetric threshold cointegration approach
Year of publication: |
November 2016
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Authors: | Mighri, Zouheir ; Mansouri, Fayçal |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 51.2016, 3, p. 1115-1149
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Subject: | Asymmetric price transmission | Threshold cointegration | Structural change | Asymmetric adjustment | Asymmetric error correction | Causality | Pairs trading rule | Kointegration | Cointegration | Preis | Price | Kausalanalyse | Causality analysis | Theorie | Theory | Schätzung | Estimation | Aktienmarkt | Stock market |
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