Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?
Year of publication: |
2013
|
---|---|
Authors: | Dontis-Charitos, Panagiotis ; Gough, Orla ; Nowman, Kalid Ben ; Sivaprasad, Sheeja |
Published in: |
Global banking, financial markets and crises. - Bingley [u.a.] : Emerald, ISBN 978-1-78350-170-0. - 2013, p. 243-268
|
Subject: | Bank | Börsenkurs | Share price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitalmarktrendite | Capital market returns | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Großbritannien | United Kingdom | 1999-2010 |
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