Return and volatility linkages between the US and the German stock market
Dirk Baur; Robert Jung
| Year of publication: |
2002
|
|---|---|
| Authors: | Baur, Dirk G. ; Jung, Robert |
| Publisher: |
Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Wirtschaftswiss. Seminar |
| 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 |
| Extent: | 26 Bl. |
|---|---|
| Series: | Tübinger Diskussionsbeiträge. - Tübingen : Wirtschafts- und Sozialwiss. Fak., Univ., ZDB-ID 2084922-9. - Vol. 251 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Bl. 17 - 18 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013268929