Article ID Journal Published Year Pages File Type
5059566 Economics Letters 2013 5 Pages PDF
Abstract
The creation of a common cross-border stock trading platform is found, by use of a Flexible Dynamic Component Correlations (FDCC) model, to have increased long-run trends in conditional correlations between foreign and domestic stock market returns.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Stock exchange mergers and return co-movement: A flexible dynamic component correlations model
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