Did Brexit change asset co-movements?
Shrabani Saha, Anindya Sen, Christine Smith-Han, Dennis Wesselbaum
| Year of publication: |
2022
|
|---|---|
| Authors: | Saha, Shrabani ; Sen, Anindya ; Smith-Han, Christine ; Wesselbaum, Dennis |
| Published in: |
Journal of financial economic policy. - Bradford : Emerald, ISSN 1757-6393, ZDB-ID 2501029-3. - Vol. 14.2022, 1, p. 43-55
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| Subject: | Brexit | Dynamic conditional correlations | Event studies | Financial markets | Financing policy | Großbritannien | United Kingdom | Finanzmarkt | Financial market | Börsenkurs | Share price | EU-Staaten | EU countries | Wirkungsanalyse | Impact assessment | Korrelation | Correlation | Ereignisstudie | Event study | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | EU-Mitgliedschaft | EU membership | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JFEP-07-2020-0152 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012797551