Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Year of publication: |
2022
|
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Authors: | Nazlıoğlu, Şaban ; Kucukkaplan, Ilhan ; Kilic, Emre ; Altuntas, Mehmet |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 62.2022, p. 1-13
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Subject: | Emerging markets | Financial integration | Non-normality | Nonlinearity | Real interest rate parity | Smooth breaks | Schwellenländer | Emerging economies | Marktintegration | Market integration | Finanzmarkt | Financial market | Zinsparität | Interest rate parity | Nichtlineare Regression | Nonlinear regression | Strukturbruch | Structural break | Schätzung | Estimation | Realzins | Real interest rate | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Internationaler Finanzmarkt | International financial market | Kointegration | Cointegration |
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