Investors' risk perceptions in the US and global stock market integration
Year of publication: |
2020
|
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Authors: | Marfatia, Hardik A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 52.2020, p. 1-14
|
Subject: | Dynamic correlations | Global stock markets | Risks and uncertainty | Time-varying parameter model | Aktienmarkt | Stock market | Welt | World | Risiko | Risk | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | ARCH-Modell | ARCH model | Korrelation | Correlation | USA | United States | Börsenkurs | Share price |
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