Return and volatility linkages between the US and the German stock market
Year of publication: |
2002
|
---|---|
Authors: | Baur, Dirk ; Jung, Robert |
Publisher: |
Tübingen : Wirtschaftswiss. Fak. der Eberhard-Karls-Univ., Wirtschaftswiss. Seminar |
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Preiskonvergenz | Price convergence | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Schätzung | Estimation | USA | United States | Deutschland | Germany |
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