Fratzscher, Marcel (contributor); … - 2007
am Main, Germany
Postal address
Postfach 16 03 19
60066 Frankfurt am Main, Germany
Telephone
+49 69 1344 0
Internet
http …, UK and
the USA. The last row titled “all countries (panel)” shows the panel estimates based
on model (2), i … sample, S
jt
, and to a vector of controls, X
it
, such
as own past returns and day-of-the-week effects. Note that this …