To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets
Abdulla Alikhanov
| Year of publication: |
2013
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|---|---|
| Authors: | Alikhanov, Abdulla |
| Published in: |
Národohospodářský obzor : časopis věnovaný otázkám národohospdářským a sociálněpolitickým. - Brno : [Verlag nicht ermittelbar], ISSN 1213-2446, ZDB-ID 2613487-1. - Vol. 13.2013, 1, p. 3-29
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| Subject: | stock markets | the U.S. | E.U. | volatility spillovers | emerging markets | mean | oil price | exchange rates | asymmetric effects | Volatilität | Volatility | Aktienmarkt | Stock market | USA | United States | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Ölpreis | Oil price | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Preiskonvergenz | Price convergence | Börsenkurs | Share price |
| 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/10010193320