Euro conversion and return dynamics of European financial markets : a frequency domain approach
Axel Grossmann; Emiliano Giudici; Marc William Simpson
| Year of publication: |
2014
|
|---|---|
| Authors: | Grossmann, Axel ; Giudici, Emiliano ; Simpson, Marc W. |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 38.2014, 1, p. 1-26
|
| Subject: | Euro-Introduction | Return Dynamics | Correlation | Time-Varying | Frequency Domain | EU-Staaten | EU countries | Korrelation | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Eurozone | Euro area | Risikoprämie | Risk premium | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010388029