Dynamic relationships between industry returns and stock market returns

Different from prior studies which concentrate on the unidirectional impact of industry leading, this study examines the bi-directional dynamical causal relation between industry returns and stock market returns by considering multiple structural breaks for ten major eastern and southern Asia countr...

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Detalles Bibliográficos
Autores principales: Lee, Chien-Chiang, Chen, Mei-Ping, Chang, Chi-Hung
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2013
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7148940/
http://dx.doi.org/10.1016/j.najef.2013.08.002

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7148940/
http://dx.doi.org/10.1016/j.najef.2013.08.002

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