Evidence on the Efficient Market Hypothesis from 44 Global Financial Market Indexes
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- Kubitza, Christian & Gründl, Helmut, 2016. "Systemic risk: Time-lags and persistence," ICIR Working Paper Series 20/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
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Keywordsfinancial market; efficient market hypothesis; contagion; interdependence; equity; bond;
- J16 - Labor and Demographic Economics - - Demographic Economics - - - Economics of Gender; Non-labor Discrimination
- J30 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - General
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
- J70 - Labor and Demographic Economics - - Labor Discrimination - - - General
- J71 - Labor and Demographic Economics - - Labor Discrimination - - - Hiring and Firing
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