Have the GIPSI settled down? : breaks and multivariate stochastic volatility models for, and not against, the European financial integration
Bartosz Gębka; Michail Karoglou
| Year of publication: |
2013
|
|---|---|
| Authors: | Ge̜bka, Bartosz ; Karoglou, Michail |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 9, p. 3639-3653
|
| Subject: | European integration | EMU | Financial spillovers | Break tests | Stochastic volatility models | Eurozone | Euro area | EU-Staaten | EU countries | Volatilität | Volatility | Finanzmarkt | Financial market | Stochastischer Prozess | Stochastic process | Europäische Integration | Spillover-Effekt | Spillover effect | Marktintegration | Market integration |
| 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/10010126309