On the long-run interdependence of stock markets: A tale of correlations, autoregressions and decompositions
It seems as if national stock markets within certain groups of countries, for example within Europe and Asia, are interdependent. But to what extent are stock markets between these groups interdependent? Is it still possible to diversify among these groups, or have globalization tied world markets t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AOSIS
2002-09-01
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| Series: | South African Journal of Economic and Management Sciences |
| Online Access: | https://sajems.org/index.php/sajems/article/view/2740 |