Impact of Political News on the Baltic State Stock Markets
Year of publication: |
2008-03-27
|
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Authors: | Soultanaeva, Albina |
Institutions: | Institutionen för Nationalekonomi, Umeå Universitet |
Subject: | Public information arrival | political risk | volatility | multivariate GARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Umeå Economic Studies Number 735 21 pages |
Classification: | C32 - Time-Series Models ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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