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Continuous wavelet transform and rolling correlation of European stock markets
Tiwari, Aviral Kumar; Mutascu, Mihai; Albulescu, … - In: International review of economics & finance : IREF 42 (2016), pp. 237-256
Persistent link: https://www.econbiz.de/10011625112
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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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Returns, volatility and investor sentiment : evidence from European stock markets
Frugier, Alain - In: Research in international business and finance 38 (2016), pp. 45-55
Persistent link: https://www.econbiz.de/10011640612
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Portfolio insurance - CPPI im Vergleich zu anderen Strategien
Uhlmann, Roger - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003639924
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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
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Equity risk premium and investors preferences towards reward-to-risk from Europe, USA, and Asia
Couto, Gualter; Pimentel, Pedro; Cunha, Ana Maria - In: Multinational finance journal 24 (2020) 1/2, pp. 39-64
Persistent link: https://www.econbiz.de/10012590993
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Brexit and CDS spillovers across UK and Europe
Bouoiyour, Jamal; Selmi, Refk - In: European journal of comparative economics 16 (2019) 1, pp. 105-124
dynamics of CDS volatility spillover effects surrounding the UK's EU membership referendum commonly known as "Brexit". Using a … the underlined CDS. In particular, we find that UK, Italy and Spain are the "net volatility transmitters", while France … and Germany seem the "net volatility receivers". Our findings may help in formulating appropriate regulatory policies and …
Persistent link: https://www.econbiz.de/10012259768
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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
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Classifying returns as extreme : european stock and bond markets
Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4
Persistent link: https://www.econbiz.de/10010520407
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Volatility and regional growth in Europe : does space matter?
Ezcurra, Roberto; Rios, Vicente - In: Spatial economic analysis : the journal of the Regional … 10 (2015) 3, pp. 344-368
Persistent link: https://www.econbiz.de/10011326231