Measuring the impact of stock exchange rules on volatility and error transmission : the case of European cross-listed equities
Year of publication: |
2006
|
---|---|
Authors: | Katrakilides, K. ; Koulakiotis, Athanasios |
Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 9.2006, 2, p. 37-58
|
Subject: | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | EU-Staaten | EU countries |
-
Sources of volatility in stock and currency markets : a panel data analysis of European countries
Jamil, Muhammad, (2020)
-
Risk contagion in the north-western and southern European stock markets
Araújo, André da Silva de, (2013)
-
Slimane, Faten Ben, (2013)
- More ...
-
Impact of futures on comovements for UK cross-listed equities
Koulakiotis, Athanasios, (2008)
-
Katrakilides, K., (2006)
-
Structural changes and trend behaviour of the European cotton
Katrakilides, K., (2005)
- More ...