Comparing the causality patterns between some Scandinavian stock returns and global return factors
From MaRDI portal
Publication:4546901
Recommendations
- Structural modelling of global capital asset pricing
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS
- scientific article; zbMATH DE number 2112107
- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION
- Correlations in returns and volatilities in Pacific-Rim stock markets
This page was built for publication: Comparing the causality patterns between some Scandinavian stock returns and global return factors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4546901)