Liquidity matters after all : asymmetric news and stock market volatility before and after the global financial crisis
Athanasios Koulakiotis; Vasillios Babalos; Nicholas Papasyriopoulos
| Year of publication: |
2015
|
|---|---|
| Authors: | Koulakiotis, Athanasios ; Babalos, Vasillios ; Papasyriopoulos, Nicholas |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 127.2015, p. 58-60
|
| Subject: | Liquidity | Asymmetric effect | Volatility | Stock market | Volatilität | Finanzkrise | Financial crisis | Aktienmarkt | Börsenkurs | Share price | ARCH-Modell | ARCH model | Liquidität | Welt | World | Schätzung | Estimation |
| 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/10011382870