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What is the best approach to measure the interdependence between different markets

Author

Listed:
  • Dominique Guegan

    (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • Sophie A. Ladoucette

    (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 Vincennes-Saint-Denis - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

No abstract is available for this item.

Suggested Citation

  • Dominique Guegan & Sophie A. Ladoucette, 2002. "What is the best approach to measure the interdependence between different markets," Post-Print halshs-00201333, HAL.
    • Handle: RePEc:hal:journl:halshs-00201333
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    Citations

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    Cited by:

    1. Dominique Guegan, 2011. "Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison," PSE-Ecole d'économie de Paris (Postprint) halshs-00185373, HAL.
    2. Dominique Guegan, 2007. "Global and local stationary modelling in finance: theory and empirical evidence," Post-Print halshs-00187875, HAL.
    3. Dominique Guegan, 2011. "Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison," Post-Print halshs-00185373, HAL.
    4. Michel Beine & Gunther Capelle-Blancard & Helene Raymond, 2008. "International nonlinear causality between stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 663-686.
    5. Dominique Guegan, 2003. "A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates," Post-Print halshs-00201314, HAL.
    6. Maugis, Pierre-André G., 2019. "Correlation extrapolated," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 89-95.

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