Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market
Year of publication: |
2017
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Authors: | Panda, Ajaya Kumar ; Nanda, Swagatika |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 3.2017, 1, p. 1-24
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Subject: | Stock market interlinkages | Cointegration | VAR | VECM | MSCI | Kointegration | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Aktienmarkt | Stock market | Europa | Europe | Schätzung | Estimation | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-016-0051-8 [DOI] hdl:10419/176443 [Handle] |
Classification: | C22 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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