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~institution:"Inter-American Development Bank"
~institution:"School of Economics and Management, University of Aarhus"
~isPartOf:"CREATES Research Papers"
~subject:"Extreme returns"
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Extreme returns
fractional integration
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Christiansen, Charlotte
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Inter-American Development Bank
School of Economics and Management, University of Aarhus
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Classifying Returns as Extreme: European Stock and Bond Markets
Christiansen, Charlotte
-
School of Economics and Management, University of Aarhus
-
2013
the simultaneous extreme return variable (used for analyzing
integration
and contagion of fi?nancial markets) is not …
Persistent link: https://www.econbiz.de/10010851280
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2
Extreme Coexceedances in New EU Member States’ Stock Markets
Christiansen, Charlotte
;
Ranaldo, Angelo
-
School of Economics and Management, University of Aarhus
-
2007
We analyze the financial
integration
of the new EU member states’ stock markets using the coexceedance variable that …
Persistent link: https://www.econbiz.de/10005114120
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