
Spillover Effects and Long-Term Correlations on European Financial Markets
Author(s) -
Iulia Lupu,
Gheorghe Hurduzeu,
Tudor Ciumara,
Cezar Radu Cojocariu,
Razvan Murariu
Publication year - 2019
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/53.2.19.03
Subject(s) - spillover effect , term (time) , economics , financial market , econometrics , business , monetary economics , finance , physics , macroeconomics , quantum mechanics