DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
In this paper we analyze the blue-chips (up to 50% of the total index) companies in the Eurozone. Our motivation being analysis of the effect of the 2008 financial crisis. For this purpose, we apply the DCCA cross-correlation coefficient (ρDCCA) between the country stock market index and their respe...
| Autor principal: | |
|---|---|
| Outros Autores: | , , |
| Formato: | article |
| Idioma: | por |
| Publicado em: |
2020
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/26308 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/26308 |