๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Long and short term dynamic causal transmission amongst international stock markets

โœ Scribed by Rumi Masih; Abul M.M Masih

Book ID
117427678
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
212 KB
Volume
20
Category
Article
ISSN
0261-5606

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On the long-term or short-term dependenc
On the long-term or short-term dependence in stock prices: Evidence from international stock markets
โœ K. Victor Chow; Ming-Shium Pan; Ryoichi Sakano ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer US ๐ŸŒ English โš– 824 KB

This study examines the short-and long-term dependence in the United States and 21 international equity market indexes. Two heteroscedastic-robust testing methods, the modified rescaled range analysis and the rescaled variance ratio test, are employed to test for the existence of dependence. The evi