Asymmetric price transmission within the Portuguese stock market

dc.contributor.authorDionísio, Andreia
dc.contributor.authorMenezes, Rui
dc.contributor.authorMendes, Diana
dc.date.accessioned2009-11-16T15:56:23Z
dc.date.available2009-11-16T15:56:23Z
dc.date.issued2004
dc.description.abstractThis paper uses threshold autoregressive (TAR) and momentum threshold autoregressive (M-TAR) models to address the problem of asymmetry within the Portuguese stock market. These asymmetric error correction models extend the original cointegration models to deal with the problem of low power of unit roots and cointegration tests in the presence of asymmetric adjustment.en
dc.format.extent129093 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.accesstypelivreen
dc.identifier.authoremailandreia@uevora.pt
dc.identifier.authoremailrui.menezes@iscte.pt
dc.identifier.authoremaildiana.mendes@iscte.pt
dc.identifier.pagina312-316en
dc.identifier.revistaPhysica Aen
dc.identifier.scientificarea637en
dc.identifier.urihttp://hdl.handle.net/10174/1819
dc.identifier.volume344en
dc.language.isoeng
dc.peerreviewedyesen
dc.publisherElsevieren
dc.rightsopenAccessen
dc.subjectAsymmetric price transmission; Threshold adjustment; Cointegrationen
dc.titleAsymmetric price transmission within the Portuguese stock marketen
dc.typearticleen

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