Stock market integration between the UK and the US : evidence over eight decades
Year of publication: |
2019
|
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Authors: | Aladesanmi, Olalekan ; Casalin, Fabrizio ; Metcalf, Hugh |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 41.2019, p. 32-43
|
Subject: | Bretton Woods | Co-integration | Economic policy uncertainty index | Multivariate GARCH | Stock market integration | Schätzung | Estimation | Aktienmarkt | Stock market | USA | United States | Marktintegration | Market integration | EU-Staaten | EU countries | ARCH-Modell | ARCH model | Kointegration | Cointegration | Börsenkurs | Share price | Volatilität | Volatility | Großbritannien | United Kingdom |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 52, 2022 |
Other identifiers: | 10.1016/j.gfj.2018.11.005 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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