The impact of stock exchange rules on volatility and error transmission : the case of Frankfurt and Zurich cross-listed equities
Year of publication: |
2006
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Authors: | Katrakilides, K. ; Koulakiotis, Athanasios |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 7.2006, 2, p. 321-338
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Subject: | Volatilität | Volatility | Finanzmarktregulierung | Financial market regulation | Spillover-Effekt | Spillover effect | Schweiz | Switzerland | Deutschland | Germany | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
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