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Autor:
Boubaker, Adel1 (AUTHOR) boubakeradel2003@yahoo.ca, Sebai, Saber2 (AUTHOR)
Publikováno v:
Applied Economics Letters. 7/20/2009, Vol. 16 Issue 10, p1009-1015. 7p. 5 Charts.
Autor:
Adel Boubaker, Saber Sebai
Publikováno v:
Applied Economics Letters. 16:1009-1015
This article attempts to characterize the pattern of information flows between the stock markets by determining mean and variance causal relationships. A two-step procedure proposed by Cheung and Ng (1996) is used. Stock market returns are specified