International nonlinear causality between stock markets

European Journal of Finance

Volumn 14, Issue 8, 2008, Pages 663-686

  Beine, Michel ^a,b,c   Capelle Blancard, Gunther ^d   Raymond, Helene ^e  

^a UNIVERSITY OF LUXEMBOURG   (Luxembourg)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c CES Ifo ^*

^d UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^e School of Oriental and African Studies   (France)

Author keywords

FIGARCH; Financial integration; International co movements; Linear and nonlinear causality; Multiple structural breaks

Indexed keywords

EID: 56049121453     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470802042112     Document Type: Article

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