International nonlinear causality between stock markets
Year of publication: |
2008
|
---|---|
Authors: | Beine, Michel ; Capelle-Blancard, Gunther ; Raymond, Helene |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 14.2008, 8, p. 663-686
|
Publisher: |
Taylor & Francis Journals |
Subject: | international co-movements | linear and nonlinear causality | FIGARCH | multiple structural breaks | financial integration |
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