Work

Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro

Year: 2019

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2019.10.005

Authors: Sebastian Lindman, Tom Tuvhag, Ranadeva Jayasekera, Gazi Salah Uddin, Victor Troster

Institutions: Linköping University, Swedish Transport Administration, Trinity College, Trinity College Dublin, Universitat de les Illes Balears

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Jan Wallanders och Tom Hedelius Stiftelse samt Tore Browaldhs Stiftelse, Ministerio de Educación, Cultura y Deporte

Awards: G117416918, G570204761

OpenAlex ID: W2980437853

FWCI: 4.243

Cites: 62

Cited by: 22

Related to: 10