International nonlinear causality between stock markets
Year of publication: |
2008
|
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Authors: | Beine, Michel ; Capelle-Blancard, Gunther ; Raymond, Hélène |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 7/8, p. 663-686
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Kausalanalyse | Causality analysis | Frankreich | France | Deutschland | Germany | Japan | Großbritannien | United Kingdom | USA | United States | 1973-20035200 |
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