Time-varying global financial market inefficiency: an instance of pre-, during, and post-subprime crisis
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DOI: 10.1007/s40622-014-0061-1
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"Could the global financial crisis improve the performance of the G7 stocks markets?,"
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- Vieito, João Paulo & Wong, Wing-Keung & Zhu, Zhenzhen, 2015. "Could the global financial crisis improve the performance of the G7 stocks markets?," MPRA Paper 66521, University Library of Munich, Germany.
- Shariq Ahmad Bhat, 2018. "Informational efficiency of sovereign bond markets of India and China: evidence from Toda and Yamamoto Granger causality (1995)," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(4), pages 313-323, December.
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Keywords
Market dynamics; Time-varying VAR model ; GARCH; ARCH; Subprime crisis; Time-varying global financial market inefficiency;All these keywords.
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