A carregar...
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates
In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets from 1980 to 2015 using the rolling-window technique....
Na minha lista:
| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2018
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5847242/ https://ncbi.nlm.nih.gov/pubmed/29529092 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0194067 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|