Extreme Coexceedances in New EU Member States' Stock Markets
Year of publication: |
2008-06-27
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Authors: | Christiansen, Charlotte ; Ranaldo, Angelo |
Institutions: | Schweizerische Nationalbank (SNB) |
Subject: | Financial market integration | Comovement | Emerging markets | EU enlargement: EU Member States | Extreme returns | L New EU Member States | Stock Markets |
Extent: | text/plain |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2008-10 37 pages |
Classification: | C25 - Discrete Regression and Qualitative Choice Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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Extreme Coexceedances in New EU Member States' Stock Markets
Christiansen, Charlotte, (2008)
-
Extreme Coexceedances in New EU Member States’ Stock Markets
Christiansen, Charlotte, (2007)
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Extreme negative coexceedances in South Eastern European stock markets
Tevdovski, Dragan, (2014)
- More ...
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The Time-Varying Systematic Risk of Carry Trade Strategies
Christiansen, Charlotte, (2010)
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Extreme Coexceedances in New EU Member States' Stock Markets
Christiansen, Charlotte, (2008)
-
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Christiansen, Charlotte, (2006)
- More ...