Dynamic distances between stock markets: use of uncertainty indices measures

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dc.contributor.authorAcuña, Carlos
dc.contributor.authorBolancé Losilla, Catalina
dc.contributor.authorTorra Porras, Salvador
dc.date.accessioned2022-04-20T12:01:25Z
dc.date.available2022-04-20T12:01:25Z
dc.date.issued2018
dc.date.updated2022-04-20T12:01:25Z
dc.description.abstractWe 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 (...)
dc.format.extent19 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec722767
dc.identifier.issn0534-3232
dc.identifier.urihttps://hdl.handle.net/2445/185062
dc.language.isoeng
dc.publisherInstituto de Actuarios Españoles
dc.relation.isformatofReproducció del document publicat a: https://www.actuarios.org/anales2018_4/
dc.relation.ispartofAnales del Instituto de Actuarios Españoles, 2018, vol. 24, p. 79-97
dc.rights(c) Instituto de Actuarios Españoles, 2018
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)
dc.subject.classificationMercat financer
dc.subject.classificationÍndexs borsaris
dc.subject.classificationAnàlisi espacial (Estadística)
dc.subject.otherFinancial market
dc.subject.otherStock price indexes
dc.subject.otherSpatial analysis (Statistics)
dc.titleDynamic distances between stock markets: use of uncertainty indices measures
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)