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~isPartOf:"International review of financial analysis"
~person:"Allen, David E."
~person:"Caporale, Guglielmo Maria"
~subject:"ARCH-Modell"
~subject:"Spillover effect"
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Allen, David E.
Caporale, Guglielmo Maria
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Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
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