Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence

Pacific Basin Finance Journal

Volumn 35, Issue , 2015, Pages 13-36

  Maderitsch, R ^a  

^a UNIVERSITY OF HOHENHEIM   (Germany)

Author keywords

Informational efficiency; Spillovers; State dependence; Structural breaks; Threshold regression

Indexed keywords

EID: 84947869490     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2014.07.006     Document Type: Article

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