A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns.

Autor:	Eroğlu, Burak Alparslan1 (AUTHOR), İkizlerli, Deniz2 (AUTHOR), Ülkü, Numan3 (AUTHOR) numan.ulku@fsv.cuni.cz
Zdroj:	Empirical Economics. Jul2024, Vol. 67 Issue 1, p47-73. 27p.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu Full text from SpringerLink