NON-UNIFORM INTERCONNECTEDNESS PATTERNS AND DYNAMICS: EVIDENCE FROM EMERGING STOCK MARKETS
In the last decades, past financial crises have proved that financial markets worldwide are interconnected, however the subject was scarcely analysed from the viewpoint of financial stock markets. Therefore, the paper aims to analyse interconnectedness between emerging stock markets. The methodol...
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| Main Author: | |
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| Format: | Article |
| Language: | deu |
| Published: |
University of Oradea
2024-12-01
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| Series: | Annals of the University of Oradea: Economic Science |
| Subjects: | |
| Online Access: | https://anale.steconomiceuoradea.ro/en/wp-content/uploads/2025/01/AUOES.December.2024.14.pdf |
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