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Dependencies between European stock markets when price changes are unusually large
Schich, Sebastian T. - 2002
The present paper studies dependencies between European stock markets when returns are unusually large, using daily data on stock market indices for Germany, the United Kingdom, France, the Netherlands and Italy from 1973 to 2001. Dependency is measured by the conditional probability of an...
Persistent link: https://www.econbiz.de/10011431447
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Interdependenzen der Weltbörsen
Eberstadt, Gerhard - In: Die deutsche Aktie : Unternehmensfinanzierung und …, (pp. 167-180). 1993
Persistent link: https://www.econbiz.de/10001282890
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10001780162
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Interdependencies among the Irish, British and German stock markets
Gallagher, Liam - In: The economic and social review 26 (1995) 2, pp. 131-147
Persistent link: https://www.econbiz.de/10001179909
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Bestimmt die Wall Street das weltweite Börsengeschehen?
Oertmann, Peter - In: Finanzmarkt und Portfolio-Management 9 (1995) 4, pp. 433-445
Persistent link: https://www.econbiz.de/10001221838
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Inter-market price and volatility impacts generated by large trades : the case of European cross-quoted securities
Ellul, Andrew - 1999
Persistent link: https://www.econbiz.de/10001379463
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Dependencies between European stock markets when price changes are unusually large
Schich, Sebastian T. - 2002
The present paper studies dependencies between European stock markets when returns are unusually large, using daily data on stock market indices for Germany, the United Kingdom, France, the Netherlands and Italy from 1973 to 2001. Dependency is measured by the conditional probability of an...
Persistent link: https://www.econbiz.de/10001667434
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Wieviel Phantasie braucht eine Fußballaktie?
Lehmann, Erik; Weigand, Jürgen - 1998
Persistent link: https://www.econbiz.de/10013420160
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Are there common trends in European stock markets
Corhay, Albert; Tourani Rad, Alireza; Urbain, Jean-Pierre - 1992
Persistent link: https://www.econbiz.de/10000830954