EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
For this paper, we dynamically analysed the comovements between three major stock markets—Germany, the UK, and the US—and the countries of the European Union, divided into two groups: Eurozone and non-Eurozone. Correlation coefficients based on a detrended crosscorrelation analysis (DCCA) were used,...
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| Outros Autores: | , , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2021
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/28582 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/28582 |