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Target zones and conditional volatility : an ARCH application to the EMS

Neely, Christopher J. - 1993

Persistent link: https://www.econbiz.de/10000897484

Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation

Iglesias, Emma M. - In: Economic modelling 50 (2015), pp. 1-8

Persistent link: https://www.econbiz.de/10011439601

A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy

Daugherty, Mary Schmid; Jithendranathan, Thadavillil - In: Journal of multinational financial management 32/33 (2015), pp. 95-115

Persistent link: https://www.econbiz.de/10011540118

European financial market dependence : an industry analysis

Bartram, Söhnke M.; Wang, Yaw-Huei - In: Journal of banking & finance 59 (2015), pp. 146-163

Persistent link: https://www.econbiz.de/10011544416

The impact of phase II of the EU ETS on wholesale electricity prices

Ahamada, Ibrahim; Kirat, Djamel - In: Revue d'économie politique 125 (2015) 6, pp. 887-908

Persistent link: https://www.econbiz.de/10011480708

Volatility of yields of government bonds among GIIPS Countries during the sovereign debt crisis in the Euro Area

Heryán, Tomáš; Ziegelbauer, Jan - In: Equilibrium : quarterly journal of economics and … 11 (2016) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10011487821

On the devolatised returns and dynamic conditional correlations GARCH modelling in selected European indices

Stavroyiannis, Stavros; Zarangas, Leonidas P. - In: Global business & economics review 17 (2015) 3, pp. 256-267

Persistent link: https://www.econbiz.de/10011498510

Dynamic interdependence and volatility transmission in Turkish and European equity markets

Taştan, Hüseyin - 2005

This paper investigates dynamic interdependence, price and volatility transmissions and financial integration between Turkey and major equity markets in EU and USA. We attempt to quantify the dynamic relationship among developed stock exchanges of Germany, France, Britain, US and Turkey, an...

Persistent link: https://www.econbiz.de/10011528277

Asymmetric correlation of sovereign bond yield dynamics in the Eurozone

Dajcman, Silvo - In: Panoeconomicus 60 (2013) 6, pp. 775-789

Persistent link: https://www.econbiz.de/10010341632

Understanding volatility transmission mechanism among the CDS markets : Europe & North America versus Brazil & Turkey

Tokat, Hakki Arda - In: Economia aplicada : EA 17 (2013) 1, pp. 5-19

Persistent link: https://www.econbiz.de/10011449374

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