Asymmetry and spillover effects in the North American equity markets
Year of publication: |
05 Oct. 2007
|
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Other Persons: | Canarella, Giorgio (contributor) ; Sapra, Sunil K. (contributor) ; Pollard, Stephen K. (contributor) |
Publisher: |
[Kiel] : [Kiel Inst. for the World Economy] |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | USA | United States | Kanada | Canada | Mexiko | Mexico |
Extent: | Online-Ressource, 52 S., Text graph. Darst. |
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Series: | Economics : the open-access, open-assessment journal. - Berlin : DeGruyter, ISSN 1864-6042, ZDB-ID 2324918-3. - Vol. 1.2007-12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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