Are American and European equity markets in phase? --- Frequency aspects of return and volatility spillovers
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- María del Carmen Valls Martínez & Pedro Antonio Martín Cervantes, 2021. "Testing the Resilience of CSR Stocks during the COVID-19 Crisis: A Transcontinental Analysis," Mathematics, MDPI, vol. 9(5), pages 1-24, March.
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Keywords
We apply this methodology to stock market data from the USA; the UK; and the euro area.; Business cycles; Modeling: new developments;All these keywords.
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