THE LINKAGE OF STOCK-EXCHANGE MARKETS BETWEEN COUNTRIES - AN EMPIRICAL-STUDY OF SHARE PRICE CO-MOVEMENTS IN 11 INDUSTRIAL-COUNTRIES

被引：3

作者：

FASE, MMG ^{[1
]}

机构：

[1] ERASMUS UNIV,3000 DR ROTTERDAM,NETHERLANDS

来源：

关键词：

D O I：

10.1016/0165-1765(81)90044-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：363 / 369

页数：7

共 10 条

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[2]

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[4]

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HAUGH, LD .

[6]

PIERCE DA, 1977, J AM STAT ASSOC, V72, P11, DOI 10.2307/2286901

[7] SYSTEMATIC ELEMENTS IN LINKAGE OF NATIONAL STOCK MARKET INDICES [J].

RIPLEY, DM .

[8]

*SOC GEN BANQ, 1973, BOURS BELG GEST PORT

[9]

TINBERGEN J, 1939, REV EC STATISTICS, V29, P153

VOLKER, PA .