An econophysics approach to study the effect of BREXIT referendum on European Union stock markets
We analyze the auto-correlations of all European Union (EU) indices and the crosscorrelation between the UK stock market and the other EU markets. This analysis took into account the BREXIT referendum, on the 23rd of June 2016 and the entire period was partitioned in two periods, before and after th...
| Autor principal: | |
|---|---|
| Outros Autores: | , , |
| Formato: | article |
| Idioma: | por |
| Publicado em: |
2020
|
| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/26302 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/26302 |