EMU Equity Markets’ Return Variance and Spill Over Effects from Short-Term Interest Rates
Year of publication: |
2010
|
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Authors: | Hou, Ai Jun |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Zins | Interest rate | Eurozone | Euro area | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Volatilität | Volatility |
Extent: | 1 Online-Ressource (43 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 9, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1509362 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C11 - Bayesian Analysis ; C13 - Estimation ; G12 - Asset Pricing ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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