The response of European stock markets to the Brexit

This paper reviews the response of the European stock markets to the Brexit referendum. We analyze the correlation of market indices, stock volatility and the special role of stocks from the financial sector. While the impact of the vote was very similar for the stock markets in France, Germany and Spain, in Italy volatility among financial stocks intensified permanently.

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Year of publication:	2016
Authors:	Raddant, Matthias
Publisher:	Kiel : Kiel Institute for the World Economy (IfW)

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Series:	Kiel Policy Brief ; 100
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Research Report
Language:	English
Other identifiers:	882200887 [GVK] hdl:10419/156089 [Handle] RePEc:zbw:ifwkpb:100 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10011621169