Volatility and error transmission spillover effects : evidence from three European financial regions
Year of publication: |
2009
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Authors: | Koulakiotis, Athanasios ; Dasilas, Apostolos ; Papasyriopoulos, Nicholas |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 858-869
|
Subject: | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Westeuropa | Western Europe | Nordeuropa | Northern Europe | 1987-2006 |
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