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Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach

Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach

Economou, Fotini; Panagopoulos, Yannis; Tsouma, Ekaterini
  • 期刊名称Research in International Business and Finance
  • 作者Economou, Fotini; Panagopoulos, Yannis; Tsouma, Ekaterini
  • 印刷ISSN0275-5319
  • 文件大小1061.55KB
  • 发表时间2017-7
  • DOI10.1016/j.ribaf.2017.07.116
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