Time-varying synchronization of European stock markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Égert, Balázs ; Kočenda, Evžen |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 40.2011, 2, p. 393-407
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Stock markets | Intraday data | Comovements | Bi-variate GARCH | European integration |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925383