Interrelations in market fears of U.S. and European equity markets
Ghulam Sarwar
| Year of publication: |
2020
|
|---|---|
| Authors: | Sarwar, Ghulam |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-13
|
| Subject: | VIX | European markets | VARMAX-GARCH | Brexit | Risk transmission | USA | United States | EU-Staaten | EU countries | Großbritannien | United Kingdom | Aktienmarkt | Stock market | Volatilität | Volatility | Europa | Europe | Börsenkurs | Share price | Frankreich | France |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101136 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012656989