Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/185062| Title: | Dynamic distances between stock markets: use of uncertainty indices measures |
| Author: | Acuña, Carlos Bolancé Losilla, Catalina Torra Porras, Salvador |
| Keywords: | Mercat financer Índexs borsaris Anàlisi espacial (Estadística) Financial market Stock price indexes Spatial analysis (Statistics) |
| Issue Date: | 2018 |
| Publisher: | Instituto de Actuarios Españoles |
| Abstract: | We discuss the benefits of using neighbourhood relations between stock markets based on time criteria, such as the time differences between countries and the simultaneous opening hours between markets, when they are compared with the distance in kilometres of their capitals (...) |
| Note: | Reproducció del document publicat a: https://www.actuarios.org/anales2018_4/ |
| It is part of: | Anales del Instituto de Actuarios Españoles, 2018, vol. 24, p. 79-97 |
| URI: | http://hdl.handle.net/2445/185062 |
| ISSN: | 0534-3232 |
| Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 722767.pdf | 1.02 MB | Adobe PDF | View/Open |
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