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The structure of interdependence in international stock markets · Study

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ArticleThe structure of interdependence in international stock markets

David A. Bessler2003

OA

Articlegreen2003

The structure of interdependence in international stock markets

David A. Bessler · Jian Yang

413 citations·0/0 files stored·Journal of International Money and Finance

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1980Macroeconomics and Reality 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances 1996Residual-based tests for cointegration in models with regime shifts 1995Time‐Varying World Market Integration 1990Correlations in Price Changes and Volatility across International Stock Markets

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Year2003

Typearticle

Published2003-03-14

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations413

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0261-5606(02)00076-1

openalex_workW3123785121

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