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- W2738185107 abstract "We use a novel approach based on a combination of network and cointegration analysis to examine linkages between stock markets across market cycles. Our results show that long-run linkages are likely to be global rather than regional and that market turbulence increases linkages. However, we find no widespread common stochastic trends between markets and neither are we able to draw a conclusion that major financial markets display influences network linkages." @default.
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- W2738185107 date "2017-07-19" @default.
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- W2738185107 title "Cointegration networks in stock markets" @default.
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- W2738185107 doi "https://doi.org/10.1080/13504851.2017.1355534" @default.
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