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