Episodic nonlinearity in Latin American stock market indices-Reference-Cited by-同舟云学术

Episodic nonlinearity in Latin American stock market indices

Published:2006-02-20 Issue:3 Volume:13 Page:195-199
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Bonilla Claudio A.,Romero-Meza Rafael,Hinich Melvin J.

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

http://www.tandfonline.com/doi/pdf/10.1080/13504850500392750

Reference23 articles.

1. Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom

2. The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange

3. Market Efficiency, Thin Trading and Non-linear Behaviour: Evidence from an Emerging Market

4. Arango, L, Gonzalez, A and Posada, C. 2004. Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market. 2004. Working Paper, Colombian Central Bank.

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