Intra-EMU and non-EMU, EU stock markets' return spillover : evidence from ESDC
Year of publication: |
2020
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Authors: | Qarni, Muhammad Owais ; Gulzar, Saqib |
Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 47.2020, 3, p. 543-577
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Subject: | European Sovereign Debt Crisis | European Monetary Union | Return spillover | Spillover asymmetry measures | Frequency connectedness | Eurozone | Euro area | Spillover-Effekt | Spillover effect | EU-Staaten | EU countries | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation |
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