Stock exchange mergers and return co-movement: A flexible dynamic component correlations model

✍ Scribed by Hellström, Jörgen; Liu, Yuna; Sjögren, Tomas

• Book ID: 121691497
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 353 KB
• Volume: 121
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2013.10.001