Co-movement measure of information transmission on international equity markets

journal contribution

posted on 2025-09-08, 06:31 authored by Naseem Al Rahahleh, Ishaq BhattiIshaq Bhatti

<p dir="ltr">No description supplied.</p>

History

Publication Date

2017-03-15

Journal

Physica A: Statistical Mechanics and its Applications

Volume

470

Pagination

119-131

Publisher

Elsevier

ISSN

0378-4371

Rights Statement

© Crown 2016. Published by Elsevier B.V. All rights reserved.

Publisher DOI

https://doi.org/10.1016/j.physa.2016.11.141

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Categories

Keywords

Copula EVT Dynamic conditional correlation Co-movement Financial markets

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Exports