How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Development,Geography, Planning and Development
Link
http://link.springer.com/article/10.1007/s10663-017-9386-2/fulltext.html
Reference69 articles.
1. Alvarez-Ramirez J, Alvarez J, Rodriguez E, Fernandez-Anaya G (2008) Time-varying Hurst exponent for US stock markets. Phys A Stat Mech Appl 387(24):6159–6169
2. Bai J, Perron P (1998) Estimating and testing linear models with multiple structural changes. Econometrica 66(1):47–78
3. Bai J, Perron P (2003) Computation and analysis of multiple structural change models. J Appl Econom 18(1):1–22
4. Belke A, Gros D, Osowski T (2017) The effectiveness of the Fed’s quantitative easing policy: new evidence based on international interest rate differentials. J Int Money Financ 73:335–349
5. Bessler DA, Yang J (2003) The structure of interdependence in international stock markets. J Int Money Financ 22(2):261–287
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Private and public debt convergence: a fractional cointegration approach;Empirica;2023-10-18
2. Long memory linkages amongst Latin American stock markets. A fractional cointegration approach;Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad;2021-10-28
3. Review on behavioral economics and behavioral finance;Studies in Economics and Finance;2020-06-19
4. The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone;Empirica;2020-03-20
5. Research and development of economic crisis data simulation teaching analysis system based on fractional calculus equation;Chaos, Solitons & Fractals;2020-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3