Interl-inkages between Asia, Europe and US stock markets : a multivariate cointegration analysis
Year of publication: |
2011
|
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Authors: | Sakthivel, P. ; Kamaiah, Bandi |
Published in: |
Asian African journal of economics and econometrics. - New Delhi : Serials Publ., ISSN 0972-3986, ZDB-ID 2471806-3. - Vol. 11.2011, 2, p. 375-393
|
Subject: | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Kointegration | Cointegration | Schätzung | Estimation | Asien | Asia | Europa | Europe | USA | United States | 1998-2009 |
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