Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
DOI10.1007/S11071-019-04974-YzbMATH Open1431.62660OpenAlexW2943143827WikidataQ125289520 ScholiaQ125289520MaRDI QIDQ127928FDOQ127928
Authors: Josué M. Polanco-Martínez, Josué M. Polanco-Martínez 
Publication date: 6 May 2019
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10810/47397
Recommendations
econophysicsfinancial time seriesnonlinear causalityrolling window Spearman correlationwavelet coherence
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Dynamical systems in optimization and economics (37N40) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)
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Cited In (5)
- Nonlinear evolution research for stock market, money market and foreign exchange market
- A non-parametric examination of emerging equity markets financial integration
- Free trade agreements and volatility of stock returns and exchange rates: evidence from NAFTA
- Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China
- Dynamic linkages and economic role of leading cryptocurrencies in an emerging market
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