Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
Analýza rizikovej návratnosti deviatich európskych akciových trhov krajín SVE od r. 2000 po r. 2013. Vzťah vlastností rizikovej návratnosti a nestálosti trhu. Integrácia akciových trhov, spolupráca a konvergencia. Senzitivita akciových trhov SVE na Euro.
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Risk-Return Convergence in CEE Stock Markets: Structural Breaks and Market Volatility
- ESG Score Uncertainty and Excess Stock Returns: European Stock Market Case
- Shift Contagion with Endogenously Detected Volatility Breaks: The Case of CEE Stock Markets
- <The> Turn of the Month Effect on CEE Stock Markets
- January Anomalies on CEE Stock Markets
- <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 European emerging stock markets