Intraday industry-specific spillover effect in European equity markets
Year of publication: |
February 2017
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Authors: | Mateus, Cesario ; Chinthalapati, V. L. Raju ; Mateus, Irina Bezhentseva |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 63.2017, p. 278-298
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Subject: | Financial contagion | Consumer confidence index | European stock markets | Spillover effect | Spillover-Effekt | Aktienmarkt | Stock market | EU-Staaten | EU countries | Volatilität | Volatility | Ansteckungseffekt | Contagion effect | Schock | Shock | Eurozone | Euro area | Finanzkrise | Financial crisis | Börsenkurs | Share price | Deutschland | Germany |
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