Common trends and common cycles in stock markets
Year of publication: |
2013
|
---|---|
Authors: | Narayan, Paresh Kumar ; Thuraisamy, Kannan S. |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 35.2013, C, p. 472-476
|
Publisher: |
Elsevier |
Subject: | Stock prices | Trend-cycle decomposition | Permanent and transitory shocks |
-
Common trends and common cycles in stock markets
Narayan, Paresh Kumar, (2013)
-
A time-varying parameter vector autoregression model for forecasting emerging market exchange rates
Kumar, Manish, (2010)
-
Nazl, Saban, (2014)
- More ...
-
Time-varying herding behavior, global financial crisis, and the Chinese stock market
Sharma, Susan Sunila, (2015)
-
Common trends and common cycles in stock markets
Narayan, Paresh Kumar, (2013)
-
Can governance quality predict stock market returns? : new global evidence
Narayan, Paresh Kumar, (2015)
- More ...