Asymmetric and threshold effects on comovements among Germanic cross-listed equities
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chen, Mei-Ping & Chen, Pei-Fen & Lee, Chien-Chiang, 2014. "Frontier stock market integration and the global financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 84-103.
- Bentes, Sonia R., 2018. "Is stock market volatility asymmetric? A multi-period analysis for five countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 499(C), pages 258-265.
More about this item
KeywordsAsymmetry; Thresholds; GARCH model; Futures contracts; Comovements;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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