Artigo

Título:
The Impact of the 2008 and 2010 Financial Crises on the Hurst Exponents of International Stock Markets: Implications for Efficiency and Contagion
Autores:
Paulo Horta (CMVM)
Sérgio Lagoa (ISCTE - Instituto Universitário de Lisboa)
Luis Martins (ISCTE - Instituto Universitário de Lisboa)
Revista:
International Review Of Financial Analysis
Ano:
2014
Volume:
35
Páginas:
140-153
Códigos JEL:
C58 - Financial Econometrics
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
G15 - International Financial Markets
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