Liquidity matters after all : asymmetric news and stock market volatility before and after the global financial crisis
Year of publication: |
2015
|
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Authors: | Koulakiotis, Athanasios ; Babalos, Vasillios ; Papasyriopoulos, Nicholas |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 127.2015, p. 58-60
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Subject: | Liquidity | Asymmetric effect | Volatility | Stock market | Volatilität | Finanzkrise | Financial crisis | Börsenkurs | Share price | Aktienmarkt | Liquidität | Schätzung | Estimation | ARCH-Modell | ARCH model | Wirkungsanalyse | Impact assessment |
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