Influence of news from Moscow and New York on returns and risks of Baltic States' stock markets
Year of publication: |
2011
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Authors: | Brännäs, Kurt ; Saultanaeva, Albina |
Published in: |
Baltic journal of economics. - Riga, ISSN 1406-099X, ZDB-ID 1445405-1. - Vol. 11.2011, 1, p. 109-124
|
Subject: | Aktienindex | Stock index | Börsenkurs | Share price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Estland | Estonia | Lettland | Latvia | Litauen | Lithuania |
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