Did BREXIT lead to a structural break in stock returns of select EU countries? : a time series econometric investigation
Year of publication: |
2018
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Authors: | Shahani, Rakesh ; Subhan, Muhammad |
Published in: |
The IUP journal of financial risk management : IJFRM. - Hyderabad : IUP Publ., ISSN 0972-916X, ZDB-ID 2615394-4. - Vol. 15.2018, 2, p. 22-36
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Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Großbritannien | United Kingdom | EU-Staaten | EU countries | Brexit | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price |
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