Central and Eastern European stock exchanges under stress : a range-based volatility spillover framework
Sercan Demiralay; Selçuk Bayraci
| Year of publication: |
2015
|
|---|---|
| Authors: | Demiralay, Sercan ; Bayraci, Selçuk |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 65.2015, 5, p. 411-430
|
| Subject: | volatility transmission | Central and Eastern European stock markets | forecast error variance decompositions | financial crises | Volatilität | Volatility | Osteuropa | Eastern Europe | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011347940