Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient.
| Autor: | Tilfani, Oussama1 (AUTHOR), Ferreira, Paulo2,3,4 (AUTHOR) pjsf@uevora.pt, El Boukfaoui, My Youssef1 (AUTHOR) |
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| Zdroj: | Empirical Economics. Mar2021, Vol. 60 Issue 3, p1127-1156. 30p. 2 Diagrams, 5 Charts, 6 Graphs. |
| Databáze: | Business Source Ultimate |
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