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Search: The PIIGS stock markets before and after the 2008 financial crisis a dynamic cointegration and causality analysis Andreas S. Chouliaras; Apostolos G. Christopoulos and Dimitris Kenourgios; Petros Kalantonis
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Italien
Greece
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Ireland
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Italy
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Portugal
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Spain
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2005-2011
1
ARCH model
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ARCH-Modell
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Aktienmarkt
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Causality analysis
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FM-OLS
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Financial crisis
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Finanzkrise
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GARCH
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Granger causality
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PIIGS stock markets
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Spanien
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cointegration
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financial crisis
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portfolio diversification
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regime switching
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volatility spillovers
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Chouliaras, Andreas S.
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Christopoulos, Apostolos G.
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Kalantonis, Petros
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Kenourgios, Dimitris
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International journal of banking, accounting and finance
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The
PIIGS
stock
markets
before
and
after
the
2008
financial
crisis
:
a
dynamic
cointegration
and
causality
analysis
Chouliaras, Andreas S.
;
Christopoulos, Apostolos G.
; …
- In:
International journal of banking, accounting and finance
4
(
2012
)
3
,
pp. 232-249
Persistent link: https://www.econbiz.de/10009745447
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