Cointegration and Extreme Value Analyses of Bovespa and the Istanbul Stock Exchange
Year of publication: |
2012
|
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Authors: | Onay, Ceylan ; Ünal, Gözde |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 62.2012, 1, p. 66-90
|
Publisher: |
Institut ekonomických studií |
Subject: | cointegration | structural break | dynamic conditional correlations | bivariate extreme value | emerging markets | Turkey | Brazil |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | F21 - International Investment; Long-Term Capital Movements ; G01 - Financial Crises ; G10 - General Financial Markets. General ; G15 - International Financial Markets |
Source: |
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