Open AccessOn macroeconomic determinants of co-movements among international stock markets: evidence from DCC-MIDAS approach
Author(s) -
Arifenur Güngör,
Hüseyin Taştan
Publication year - 2021
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2021002
Subject(s) - economics , stock (firearms) , stock market , econometrics , generalized method of moments , macro , stock market index , emerging markets , financial economics , monetary economics , macroeconomics , panel data , geography , context (archaeology) , archaeology , computer science , programming language