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Value premium and portfolio return regime : evidence from European equities

Tsuji, Chikashi - In: Modern economy 9 (2018) 3, pp. 434-442

Persistent link: https://www.econbiz.de/10011870390

Does idiosyncratic risk matter? : evidence from European stock markets

Angelidis, Timotheos; Tessaromatis, Nikolaos P. - In: Applied financial economics 18 (2008) 1/3, pp. 125-137

Persistent link: https://www.econbiz.de/10003739011

US stock market uncertainty and cross-market European stock returns

Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14

Persistent link: https://www.econbiz.de/10011297727

Modelling volatility spillovers, cross-market correlation and co-movements between stock markets in European Union : an empirical case study

Trivedi, Jatin; Spulbăr, Cristi; Birau, Ramona; … - In: Business, mangagement and economics engineering : BMEE 19 (2021) 1, pp. 70-90

Purpose - This article examines volatility spillovers, cross-market correlation, and comovements between selected … Methodology - We propose to estimate and model volatility using GARCH family models for selected European markets. We aim to … explore volatility movement, presence of leverage effect/ asymmetry in selected financial markets. Findings - The econometric …

Persistent link: https://www.econbiz.de/10012695346

An investigation of return and volatility linkages among equity markets : a study of selected European and emerging countries

Yavas, Burhan F.; Dedi, Lidija - In: Research in international business and finance 37 (2016), pp. 583-596

Persistent link: https://www.econbiz.de/10011595408

Forecasting European stock volatility : the role of the UK

Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014464832

The impact of quantitative easing on stock market : evidence from Greece

Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022

Persistent link: https://www.econbiz.de/10013415082

European stock market dynamics : implications of overconfidence and the disposition effect for turnover

Ouarda, Moatemri; Bori, Abdelfeteh El - In: International journal of behavioural accounting and … 4 (2013) 2, pp. 133-152

Persistent link: https://www.econbiz.de/10010393876

Asymmetry effects in volatility on the the major European stock markets : the EGARCH based approach

Olbrys, Joanna; Majewska, Elzbieta - In: Quantitative finance and economics 1 (2017) 4, pp. 411-427

Persistent link: https://www.econbiz.de/10012137861

The relevance of banks to the European stock market

Kick, Andreas; Rottmann, Horst - 2022

Banks have always played an ambivalent role in ﬁnancial markets. On the one hand, they provide essential services for the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this prominent role, it is not surprising that Pereira and...

Persistent link: https://www.econbiz.de/10013201699

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