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Volumn 15, Issue 14, 2008, Pages 1123-1126

Episodic dependencies in Central and Eastern Europe stock markets

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION; LINEARITY; METHODOLOGY; NONLINEARITY; RANDOM WALK METHOD; STOCK MARKET;

EID: 56149103843     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850600993614     Document Type: Article
Times cited : (17)

References (8)
  • 1
    • 0037375021 scopus 로고    scopus 로고
    • The cross-sectional and cross-temporal universality of nonlinear serial ependencies: Evidence from World Stock Indices and the Taiwan Stock Exchange
    • Ammermann, A. H. and Patterson, D. M. (2003) The cross-sectional and cross-temporal universality of nonlinear serial ependencies: Evidence from World Stock Indices and the Taiwan Stock Exchange. Pacific-Basin Finance Journal, 11, pp. 175-195.
    • (2003) Pacific-Basin Finance Journal , vol.11 , pp. 175-195
    • Ammermann, A.H.1    Patterson, D.M.2
  • 2
    • 33644608071 scopus 로고    scopus 로고
    • Episodic nonlinearity in Latin American Stock Market Indices
    • Bonilla, C. A., Romero-Meza, R. and Hinich, M. J. (2006) Episodic nonlinearity in Latin American Stock Market Indices. Applied Economics Letters, 13, pp. 195-199.
    • (2006) Applied Economics Letters , vol.13 , pp. 195-199
    • Bonilla, C.A.1    Romero-Meza, R.2    Hinich, M.J.3
  • 3
    • 0041412905 scopus 로고    scopus 로고
    • Compensation vouchers and equity markets: Evidence from Hungary
    • Chun, R. M. (2000) Compensation vouchers and equity markets: Evidence from Hungary. Journal of Banking and Finance, 24, pp. 1155-1178.
    • (2000) Journal of Banking and Finance , vol.24 , pp. 1155-1178
    • Chun, R.M.1
  • 4
    • 85014750829 scopus 로고    scopus 로고
    • Random walk and efficiency tests of Central European Equity Markets
    • Gilmore, C. G. and McManus, G. M. (2003) Random walk and efficiency tests of Central European Equity Markets. Managerial Finance, 29, pp. 42-61.
    • (2003) Managerial Finance , vol.29 , pp. 42-61
    • Gilmore, C.G.1    McManus, G.M.2
  • 5
    • 84892517107 scopus 로고    scopus 로고
    • Cross-temporal universality of nonlinear dependencies in Asian Stock Markets
    • Lim, K. P. and Hinich, M. J. (2005) Cross-temporal universality of nonlinear dependencies in Asian Stock Markets. Economics Bulletin, 7, pp. 1-6.
    • (2005) Economics Bulletin , vol.7 , pp. 1-6
    • Lim, K.P.1    Hinich, M.J.2
  • 7
    • 0042833749 scopus 로고    scopus 로고
    • Stock markets in transition: The Warsaw experiment
    • Nivet, J. F. (1997) Stock markets in transition: The Warsaw experiment. Economics of Transition, 5, pp. 171-183.
    • (1997) Economics of Transition , vol.5 , pp. 171-183
    • Nivet, J.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.