Non-Linear Error Correction Models between the Stock Markets in Latin America and the United States
Year of publication: |
2008
|
---|---|
Authors: | Valdés, Arturo Lorenzo |
Publisher: |
[S.l.] : SSRN |
Subject: | Lateinamerika | Latin America | USA | United States | Aktienmarkt | Stock market | Kointegration | Cointegration | Börsenkurs | Share price | Schätzung | Estimation |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Revista de Analisis Economico, Vol. 21, No. 1, 2006 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2006 erstellt |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Esteve García, Vicente, (2017)
-
Caporale, Guglielmo Maria, (2019)
-
Stock market investment and inflation : evidence from the United States and Canada
Sami, Janesh, (2021)
- More ...
-
Times and sizes of jumps in the Mexican interest rate
Núñez Mora, José Antonio, (2008)
-
Valdés, Arturo Lorenzo, (2006)
-
Valdés, Arturo Lorenzo, (2016)
- More ...