Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market
Year of publication: |
2021
|
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Authors: | Troster, Victor ; Penalva, José ; Taamouti, Abderrahim ; Wied, Dominik |
Published in: |
Journal of Forecasting. - Wiley, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 40.2021, 7 (02.03.), p. 1291-1309
|
Publisher: |
Wiley |
Saved in:
Online Resource
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