Work

Measuring 25 years of global equity market co-movement using a time-varying spatial model

Year: 2022

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2022.102708

Authors: Thomas L.A. Heil, Franziska J. Peter, Philipp Prange

Institution: Zeppelin Universität gemeinnützige GmbH

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4284959289

FWCI: 2.381

Cites: 52

Cited by: 18

Related to: 10