Nonlinear Interdependence Between the US and Emerging Markets' Industrial Stock Sectors
Author:
Affiliation:
1. University of Southampton; School of Management; Highfield Southampton SO17 1BJ UK
2. University of Southampton; Southampton UK
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1494/fullpdf
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4. Long range dependence in the returns and volatility of the Brazilian stock market;Assaf;European Review of Economics and Finance,2005
5. The Rise of Sector Effects in Major Equity Markets;Baca;Financial Analysts Journal,2000
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