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Published in 2017 at "International Journal of Managerial Finance"
DOI: 10.1108/ijmf-02-2017-0018
Abstract: Purpose - The purpose of this paper is to examine the inter-relations among the US stock indices. Design/methodology/approach - Data of nine US stock indices spanning a period of sixteen years (2000-2015) are employed for…
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Keywords:
stock indices;
inter relations;
asymmetric nonlinear;
relations stock ... See more keywords