Title:

On the Globalization of Stock Markets: An Application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 Countries

Authors:

Andreia Dionísio (U Évora)
Rui Menezes (ISCTE - Instituto Universitário de Lisboa)
Hossein Hassani (Cardiff U)

Journal:

Quarterly Review Of Economics And Finance

Year:

2012

Volume:

52

Pages:

369-384

JEL code:

G15 - International Financial Markets