Innovation in return transmission and performance comparison between the five biggest Euro area stock markets
José Soares da Fonseca
| Year of publication: |
2013
|
|---|---|
| Authors: | Fonseca, José Soares da |
| Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 10.2013, 3, p. 393-404
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| Subject: | EMU market model | Time-varying beta coefficients | Treynor ratios | VAR systems | GARCH | Innovation in return | Innovation in volatility | Eurozone | Euro area | Kapitaleinkommen | Capital income | Innovation | Volatilität | Volatility | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Aktienmarkt | Stock market | CAPM | VAR-Modell | VAR model | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010197725