Equity returns and volatilities before and after the 2007-08 financial crisis
Lidija Dedi, Burhan Faith Yavas
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Dedi, Lidija ; Yavas, Burhan F. |
| Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 20.2017, 1, p. 65-79
|
| Subject: | co-movement of returns | volatility persistence | volatility spillovers | GARCH | Exchange traded funds | Volatilität | Volatility | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Welt | World | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/zireb-2017-0008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011752804