International transmission effects of volatility between financial markets in the G-7 since the introduction of the Euro
Year of publication: |
2009
|
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Authors: | Morales, Lucía |
Published in: |
Banking and capital markets : new international perspectives. - Hackensack, NJ [u.a.] : World Scientific, ISBN 981-4273-60-0. - 2009, p. 87-128
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Subject: | Volatilität | Volatility | Euro | Finanzmarkt | Financial market | G7-Staaten | G7 countries | Börsenkurs | Share price | Wechselkurs | Exchange rate | EU-Staaten | EU countries | Konjunkturzusammenhang | Business cycle synchronization | Eurozone | Euro area | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
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