Dynamic analysis of time-varying correlations and cointegration relationship between Australia and frontier equity markets
Year of publication: |
2016
|
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Authors: | Paramati, Sudharshan Reddy ; Gupta, Rakesh ; Tandon, Kishore |
Published in: |
International journal of business and emerging markets : IJBEM. - Olney, Bucks : Inderscience Publ., ISSN 1753-6219, ZDB-ID 2442561-8. - Vol. 8.2016, 2, p. 121-145
|
Subject: | conditional correlations | frontier markets | global financial crisis | Australien | Australia | Korrelation | Correlation | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Kointegration | Cointegration | Börsenkurs | Share price | Schwellenländer | Emerging economies | Finanzmarkt | Financial market |
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