A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates
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DOI: 10.1371/journal.pone.0194067
Abstract: In this study, we assess the dynamic evolution of short-term correlation, long-term cointegration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets… read more here.
Keywords: stock markets; 500 ftse; ftse 100; cointegration ... See more keywords