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This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...
Persistent link: https://www.econbiz.de/10010281894
Persistent link: https://www.econbiz.de/10008811114
This paper provides the first study of foreign investors' trading in a sizeable European emerging stock market, using a combination of daily and monthly complete data collected at the destination. It also introduces the structural conditional correlation (SCC) methodology to identify the...
Persistent link: https://www.econbiz.de/10008811276