PDF(1679 KB)
Correlation of Global Stock Markets from the Perspective of Common Shocks—An Analysis Based on Time-Varying Generalized Dynamic Factor Model
Tian Xinmin, Chen Renquan, Gao Fei
Studies of International Finance ›› 2024, Vol. 0 ›› Issue (5) : 50-61.
PDF(1679 KB)
PDF(1679 KB)
Correlation of Global Stock Markets from the Perspective of Common Shocks—An Analysis Based on Time-Varying Generalized Dynamic Factor Model
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