Time-varying global financial market inefficiency: an instance of pre-, during, and post-subprime crisis
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
http://link.springer.com/content/pdf/10.1007/s40622-014-0061-1.pdf
Reference59 articles.
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3. Bariviera AF, Guercio MB, Martinez LB (2012) A comparative analysis of the informational efficiency of the fixed income market in seven European countries. Econ Lett 116:426–428
4. Bollerslev T (1986) Generalized autoregressive conditional heteroskedasticity. J Econ 31:307–327
5. Campbell JY, Lo AW, MacKinlay AC (1997) The econometrics of financial markets. Princeton University Press, New Jersey
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