Risk-return convergence in CEE stock markets : structural breaks and market volatility
Štefan Lyócsa; Eduard Baumöhl
| Year of publication: |
2014
|
|---|---|
| Authors: | Lyócsa, Štefan ; Baumöhl, Eduard |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 64.2014, 5, p. 352-373
|
| Subject: | risk-return characteristics | convergence | stock market integration | market volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Marktintegration | Market integration | Osteuropa | Eastern Europe | Volatilität | Volatility | Strukturbruch | Structural break | Börsenkurs | Share price | 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/10010439591