Iglesias, Emma M.; Varela, María Dolores Lagoa - In: Applied Financial Economics 22 (2012) 24, pp. 2085-2100
We have analysed extreme movements of the main stocks traded in the Eurozone by sectors in the 2000's decade. We find several patterns. <italic>First</italic>, we can classify firms by sector according to their different estimated Value-at-Risk (VaR) values but we cannot find differences according to their...