Extreme coexceedances in new EU member states' stock markets
Year of publication: |
2009
|
---|---|
Authors: | Christiansen, Charlotte ; Ranaldo, Angelo |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 6, p. 1048-1057
|
Subject: | Eurozone | Euro area | Marktintegration | Market integration | Finanzmarktregulierung | Financial market regulation | Börsenkurs | Share price | Volatilität | Volatility | Schwellenländer | Emerging economies | EU-Mitgliedschaft | EU membership |
-
Extreme coexceedances in new EU member states' stock markets
Christiansen, Charlotte, (2008)
-
Modelling change in financial market integration : Eastern Europe
Aslanides, Nektarios, (2009)
-
Models of financial integration : the experience of the Baltics and Central Eastern Europe
Vinhas de Souza, Lúcio, (2021)
- More ...
-
The Time-Varying Systemic Risk of Carry TradeStrategies
Christiansen, Charlotte, (2009)
-
Realized bond-stock correlation : macroeconomic announcement effects
Christiansen, Charlotte, (2006)
-
The time-varying systematic risk of carry trade strategies
Christiansen, Charlotte, (2009)
- More ...