The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
Lisana B. Martinez, M. Belén Guercio, Aurelio Fernandez Bariviera, Antonio Terceño
| Year of publication: |
2018
|
|---|---|
| Authors: | Martínez, Lisana B. ; Guercio, M. Belén ; Bariviera, Aurelio Fernández ; Terceño, Antonio |
| Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 45.2018, 1, p. 1-15
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| Subject: | Hurst | DFA | Corporate bond indices | Stock indices | Financial crisis | Finanzkrise | Unternehmensanleihe | Corporate bond | Aktienmarkt | Stock market | EU-Staaten | EU countries | Aktienindex | Stock index | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-016-9340-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011965783