Menezes, Rui; Dionísio, Andreia; Hassanic, Hossein - Centro de Estudos e Formação Avançada em Gestão e … - 2010
This paper analyzes the process of stock market globalization on the basis of two different approaches: (i) the linear one, based on cointegration tests and vector error correction models (VECM); and (ii) the nonlinear approach, based on Singular Spectrum Analysis (SSA) and mutual information...