Kocsis Zalán 

Global, regional and country-specific components of financial market indicators: an extraction method and applications

Közgazdaságtan, gazdaság
/
Pénzügy, bankügy

"Factor analysis can also be used to gauge, which channels - global or regional - have been relatively more important in correlations between countries. In the Hungarian example, factor analysis points to differences across asset classes in how eurozone periphery shocks' have propagated."
2013-08-02
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URL: https://mek.oszk.hu/11800/11841 URN: http://nbn.urn.hu/N2L?urn:nbn:hu-108650
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