On the globalization of stock markets : an application of Vector Error Correction model, mutual information and singular spectrum analysis to the G7 countries
Year of publication: |
2012
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Authors: | Menezes, Rui ; DionĂsio, Andreia ; Hassani, Hossein |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 52.2012, 4, p. 369-384
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Subject: | Aktienmarkt | Stock market | Globalisierung | Globalization | Spillover-Effekt | Spillover effect | Kausalanalyse | Causality analysis | Korrelation | Correlation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | G7-Staaten | G7 countries | 1973-2009 |
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