Documents similaires: Commonalities in Returns in the Stock Markets of the Visegrad Group: A Quantile Coherency Approach
- Evolution of Relationship between V4 and German Stock Markets
- The Turn of the Month Effect on V4 Stock Markets
- <The> New economy and global stock returns
- <The> global financial crisis and stock returns: evidence from the Czech Republic, Hungary and Poland
- ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case
- CAPM beta, size, book-to-market, and momentum in realized stock returns
Auteur: Łęt, Blanka
- Commonalities in Returns in the Stock Markets of the Visegrad Group: A Quantile Coherency Approach
- Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market
- Oil Prices and Stock Markets in Europe: Detection of Extreme Risk Spillover