Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Athanasios Koulakiotis, Vassilios Babalos, Nicholas Papasyriopoulos
| Year of publication: |
January 2016
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|---|---|
| Authors: | Koulakiotis, Athanasios ; Babalos, Vassilios ; Papasyriopoulos, Nicholas |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 40.2016, p. 46-62
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| Subject: | Return | Volatility | Spillovers | Asymmetric response | Non-synchronous trading | Volatilität | Spillover-Effekt | Spillover effect | Griechenland | Greece | Schätzung | Estimation | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475828