Returns and volatility connectedness among the Eurozone equity markets
Year of publication: |
2024
|
---|---|
Authors: | Umar, Zaghum ; Adekoya, Oluwasegun B. ; Gubareva, Mariya ; Boubaker, Sabri |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 29.2024, 3, p. 3103-3122
|
Subject: | cross-country connectedness | Eurozone stock markets | return and volatility spillover | risk transmission | shocks transmitters and receivers | TVP-VAR model | Volatilität | Volatility | Eurozone | Euro area | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Schock | Shock | EU-Staaten | EU countries | VAR-Modell | VAR model | Schätzung | Estimation |
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