The PIIGS stock markets before and after the 2008 financial crisis : a dynamic cointegration and causality analysis
Year of publication: |
2012
|
---|---|
Authors: | Chouliaras, Andreas S. ; Christopoulos, Apostolos G. ; Kenourgios, Dimitris ; Kalantonis, Petros |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 4.2012, 3, p. 232-249
|
Subject: | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Portugal | Italien | Italy | Irland | Ireland | Griechenland | Greece | Spanien | Spain | 2005-2011 |
-
Chouliaras, Andreas, (2013)
-
Asymmetric long memory volatility in the PIIGS economies
Kumar, Dilip, (2013)
-
An Investigation of Cointegration and Casualty Relationships between the PIIGS' Stock Markets
Christopoulos, Apostolos G., (2017)
- More ...
-
Chouliaras, Andreas S., (2012)
-
Chouliaras, Andreas S., (2012)
-
Chouliaras, Andreas, (2013)
- More ...