Título:

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

Autores:

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

Revista:

Quarterly Review Of Economics And Finance

Ano:

2012

Volume:

52

Páginas:

369-384

Código JEL:

G15 - International Financial Markets