Return Spillovers around the Globe: A Network Approach
Sledovanie prepojenosti 40 akciových trhov na piatich kontinentoch pomocou denných záverečných cien a spätných prelievaní na základe Grangerovej kazuality. Analýza topologických a časovo premenlivých vlastností vytvorených sietí. Identifikovanie prepojenia akciových trhov.
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