On macroeconomic determinants of co-movements among international stock markets: evidence from DCC-MIDAS approach
Güngör A., Taştan H.
Quantitative Finance and Economics, vol.5, no.1, pp.19-39, 2021 (Journal Indexed in ESCI)
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Publication Type:
Article / Article
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Volume:
5
Issue:
1
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Publication Date:
2021
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Doi Number:
10.3934/qfe.2021002
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Title of Journal :
Quantitative Finance and Economics
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Page Numbers:
pp.19-39