Work

Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches

Year: 2016

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2016.12.037

Authors: Syed Jawad Hussain Shahzad, Safwan Mohd Nor, Walid Mensi, Ronald Ravinesh Kumar

Institutions: Universiti Malaysia Terengganu, COMSATS University Islamabad, MBS School of Business, Victoria University, Imam Mohammad ibn Saud Islamic University, Tunis El Manar University, University of Leicester, University of the South Pacific

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2561310076

FWCI: 10.17

Cites: 78

Cited by: 56

Related to: 10