Historical volatility of advanced equity markets : the role of local and global crises
Samrat Goswami, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2020
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|---|---|
| Authors: | Goswami, Samrat ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-7
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| Subject: | Advanced economies | Causality-in-quantiles | Domestic and global crises | Realized volatility | Volatilität | Volatility | Finanzkrise | Financial crisis | Welt | World | Industrieländer | Industrialized countries | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Globalisierung | Globalization | Aktienmarkt | Stock market | Wirtschaftskrise | Economic crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436967