<To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
Skúmanie "Spillover efektov" na akciových trhoch v USA a v Európe a cien ropy na národných akciových trhov v ôsmich európskych krajinách.
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Capitolo di libro |
| Lingua: | inglese |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
Documenti analoghi: <To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
- Volatility and Dynamic Conditional Correlations of Worldwide Emerging and Frontier Markets
- Networks of Volatility Spillovers among Stock Markets
- Volatility and dynamic conditional correlations of European emerging stock markets
- Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
- Volatility spillovers between stock and currency markets: evidence from emerging Eastern Europe
- Copula Approach to Market Volatility and Technology Stocks Dependence