There are three types of data:+ Cross-Section: the data is collected by observing multiple subject at the same time (e.g. GDP of Southest Asia countries in 2010).+Time Series data: is series of data points in the order of time (e.g. US stock index for 5 years, UK GDP in 20 years) Normally Time series is… Continue reading Time Series
Tag: Eviews
Dynamic linkages between the US stock market and the stock markets of European economies
Abstract Understanding the degree of interdependence between national stock markets and the nature of their relationship (market dominance, a transmission mechanism, and degree of responsiveness to information flows) have implications for market stability and international diversification (Eun and Shim, 1989; Chowdhury, 1994). In this paper, I will empirically examine the short-run relationships between the US… Continue reading Dynamic linkages between the US stock market and the stock markets of European economies
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