Time-scale decomposition of price transmission in international markets
Year of publication: |
2005
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Authors: | Fernández, Viviana |
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. 41.2005, 4, p. 57-90
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Subject: | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Aktienindex | Stock index | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | G7-Staaten | G7 countries | 1990-2002 |
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