Does bilateral market and financial integration explains international co-movement patterns
Year of publication: |
June 2016
|
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Authors: | Ur Rehman, Mobeen ; Shah, Syed Muhammad Amir |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 4.2016, 2, p. 1-13
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Subject: | return co-movements | ARDL | variance decomposition analysis | portfolio diversification | Marktintegration | Market integration | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Welt | World | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Dekompositionsverfahren | Decomposition method | Kointegration | Cointegration |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs4020010 [DOI] hdl:10419/167804 [Handle] |
Classification: | D53 - Financial Markets ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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