New empirical evidence from assessing financial market integration, with application to Saudi Arabia
Year of publication: |
September 2015
|
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Authors: | Jouini, Jamel |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 49.2015, p. 198-211
|
Subject: | Financial integration | Time-varying correlation | Spillover index | Data frequency | Saudi Arabia | Saudi-Arabien | Finanzmarkt | Financial market | Marktintegration | Market integration | Korrelation | Correlation | Kointegration | Cointegration | Schätzung | Estimation |
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