The roles of news and volatility in stock market correlations during the global financial crisis
Year of publication: |
2012
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Authors: | Mun, Melissa ; Brooks, Robert |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 13.2012, 1, p. 1-7
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Subject: | News | Volatility | Global financial crisis | Volatilität | Finanzkrise | Financial crisis | Börsenkurs | Share price | Aktienmarkt | Stock market | Welt | World | Ankündigungseffekt | Announcement effect | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model |
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