Assessing the impact of an EU financial transactions tax on asset volatility : an event study
Year of publication: |
October 2017
|
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Authors: | Bratis, Theodoros ; Laopodis, Nikiforos ; Kouretas, Georgios P. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 53.2017, p. 12-24
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Subject: | Tobin tax | Financial crisis | Regulation | Event study | GARCH | Volatilität | Volatility | Tobinsteuer | Finanzkrise | Ereignisstudie | Finanztransaktionssteuer | Financial transactions tax | ARCH-Modell | ARCH model | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Welt | World | Finanzmarkt | Financial market |
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