Cargando…
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates
In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets from 1980 to 2015 using the rolling-window technique....
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2018
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5847242/ https://www.ncbi.nlm.nih.gov/pubmed/29529092 http://dx.doi.org/10.1371/journal.pone.0194067 |