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Financial risk forecasting with nonlinear dynamics and support vector regression

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Stock market spread trading : Argentina and Brazil stock indexes

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Are devaluations expansionary in Laos?

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Stock Market Spread Trading : Argentina and Brazil Stock Indices

Batten, Jonathan A. - 2012

Brazil is the largest stock market in South America, whereas Argentina is one of the smallest. Nonetheless, the most important stock indices representing these markets (the Brazil Bovespa and the Argentinian Merval) are highly correlated with two-way Granger causality. This feature facilitates...

Persistent link: https://www.econbiz.de/10013099289