The Impact of the 2008 and 2010 Financial Crises on the Hurst Exponents of International Stock Markets: Implications for Efficiency and Contagion

AuthID
P-00A-09X
3
Author(s)
Horta, P
·
Document Type
Article
Year published
2014
Published
in INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, ISSN: 1057-5219
Volume: 35, Pages: 140-153 (14)
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Publication Identifiers
Scopus: 2-s2.0-84909633207
Wos: WOS:000345120300012
Source Identifiers
ISSN: 1057-5219
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