Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches

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Title
Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches
Authors
Keywords
Credit markets, Stock markets, Efficiency, Cross-correlation, MF-DXA
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 471, Issue -, Pages 351-363
Publisher
Elsevier BV
Online
2016-12-25
DOI
10.1016/j.physa.2016.12.037

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