Browsing by Subject "cointegration"
Now showing items 1-3 of 3
-
Effects of regulatory changes on market integration: A cointegration analysis of information shares
(2010-12)There is an extensive body of literature on the information share of markets particularly when a single asset or identical assets are traded in several markets. Most of these studies focus on the price discovery process ... -
Investigation of Cointegration Relationships in Turbulent Flows
(2016)Turbulence has often been called one of the last unsolved problems of classical physics and impacts a wide variety of fields in nature and engineering. An important area of focus in turbulence research is the discovery and ... -
Two essays in financial markets development and economic growth: An empirical investigation
(2012-07)Scope and Method of Study: