Return and volatility linkages between the US and the German stock market
Year of publication: |
2006
|
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Authors: | Baur, Dirk ; Jung, Robert |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 4, p. 598-613
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Preiskonvergenz | Price convergence | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Schätzung | Estimation | USA | United States | Deutschland | Germany |
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