Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application

Fil: Buzzi, Sergio Martín. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.

Bibliographic Details
Main Authors: Buzzi, Sergio Martín, Ojeda, Silvia María
Format: conferenceObject
Language:eng
Published: 2022
Subjects:
Online Access:http://hdl.handle.net/11086/28142