Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers
Andreas Andrikopoulos; Timotheos Angelidis; Vasiliki Skintzi
| Year of publication: |
2014
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|---|---|
| Authors: | Andrikopulos, Andreas A. ; Angelidis, Timotheos ; Skintzi, Vasiliki |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 35.2014, p. 118-127
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| Subject: | Illiquidity spillovers | Return spillovers | Volatility spillovers | VAR | G7 stock markets | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Volatilität | Volatility | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Theorie | Theory | Börsenkurs | Share price | Liquidität | Liquidity |
| 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/10010529618