Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case

Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case

This research analyzes non-linear interdependencies between the Polish (WIG20) and the Spanish (IBEX 35) stock market returns with some other relevant international stock market returns, such as the German (DAX-30), the British (FTSE-100), the American (S&P 500) and the Chinese (SSE Composite) s...

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Bibliographic Details
Main Authors: Francisco Jareño, Ana Escribano, Monika W. Koczar
Format: Article
Language:English
Published: MDPI AG 2020-12-01
Series:Mathematics
Subjects:
stock market
financial crisis
NARDL
Polish market
Spanish market
interdependencies
Online Access:https://www.mdpi.com/2227-7390/9/1/6

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