Is the virtual integration of financial markets beneficial in emerging markets? : evidence from MILA
Year of publication: |
2017
|
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Authors: | Espinosa Méndez, Christian ; Gorigoitía, Juan ; Vieito, João Paulo |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 10/11/12, p. 2279-2302
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Subject: | dynamic conditional correlation | Gregory and Hansen co-integration | Johansen co-integration | Maki test | MILA | Kointegration | Cointegration | Finanzmarkt | Financial market | Schwellenländer | Emerging economies | Korrelation | Correlation | Marktintegration | Market integration |
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