Volatility spillover effects in European equity markets
Lieven Baele
| Year of publication: |
2005
|
|---|---|
| Authors: | Baele, Lieven |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 40.2005, 2, p. 373-401
|
| Subject: | Volatilität | Volatility | EU-Staaten | EU countries | Aktienmarkt | Stock market | Eurozone | Euro area | Schock | Shock | Spillover-Effekt | Spillover effect | Finanzsektor | Financial sector | Geldpolitische Transmission | Monetary transmission |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002975610