Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Hyun-Seok Kim, Hong-Ghi Min, Judith A. McDonald
| Year of publication: |
December 2016
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| Authors: | Kim, Hyun Seok ; Min, Hong-ghi ; McDonald, Judith Ann |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 59.2016, p. 9-22
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| Subject: | Correlations | Market volatilities | US financial crisis | TED spread | Stock-market volatility index | Foreign-exchange market volatility index | Volatilität | Volatility | Finanzkrise | Financial crisis | USA | United States | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Korrelation | Correlation | OECD-Staaten | OECD countries | Börsenkurs | Share price | Schätzung | Estimation | Deutschland | Germany | ARCH-Modell | ARCH model | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.06.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647590