Stock exchange mergers: a dynamic correlation analysis on Euronext-Reference-Cited by-同舟云学术

Stock exchange mergers: a dynamic correlation analysis on Euronext

Published:2019-04-30 Issue:2 Volume:19 Page:81-98
ISSN:1617-982X
Container-title:Portuguese Economic Journal
language:en
Short-container-title:Port Econ J

Author:

Espinosa-Méndez Christian,Gorigoitía Juan,Vieito João

Funder

Dirección de Investigación, Científica y Tecnológica, Dicyt. Universidad de Santiago de Chile, Usach.

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/s10258-019-00160-5.pdf

Reference29 articles.

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3. Dickey D, Fuller W (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 74:427–431

4. Dorodnykh E (2014) Stock market integration: an international perspective. Palgrave MacMillan. https://doi.org/10.1057/9781137381705 .

5. Dungey M, Fry R, Gonzalez-Hermosillo B, Martin V (2003) Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998. IMF working paper WP/03/84

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