Work

Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras

Year: 2004

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470110040591

Authors: Rumi Masih, A. Mansur M. Masih

Institutions: Goldman Sachs (United States), King Fahd University of Petroleum and Minerals

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: University of Warwick, University of New South Wales

OpenAlex ID: W2017507865

FWCI: 2.198

Cites: 55

Cited by: 21

Related to: 10