Robert Dornau (1998): Shock around the Clock - On the Causal Relations Between International Stock Markets, the Strength of Causality and the Intensity of Shock Transmission. An Econometric Analysis


Title: Shock around the Clock - On the Causal Relations Between International Stock Markets, the Strength of Causality and the Intensity of Shock Transmission. An Econometric Analysis
Author(s): Robert Dornau
Year: 1998
Booktitle: {A}pplication of {M}achine {L}earning and {D}ata {M}ining in {F}inance
Editor(s): Gholamreza Nakhaeizadeh, Elmar Steurer
Month: apr
Number: CSR-98-06
Publisher: {T}ech. {U}niv. Chemnitz

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