EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients
Tilfani, O.; Ferreira, P.; Dionísio, A. e Youssef El Boukfaoui, M.
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(2020)
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"EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients"
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Journal of Risk Financial Management
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13
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CEFAGE Author(s)
Andreia Teixeira Marques Dionísio