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Value at risk of the main stock market indexes in the European Union ; (2000 - 2012)

Iglesias, Emma M. - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011333008

Extreme movements of the main stocks traded in the Eurozone : an analysis by sectors in the 2000's decade

Iglesias, Emma M.; Lagoa Varela, Dolores - In: Applied financial economics 22 (2012) 22/24, pp. 2085-2100

Persistent link: https://www.econbiz.de/10009719296

Assessing long-run money neutrality in monetary unions

Haughton, Andre Yone; Iglesias, Emma M. - In: International journal of finance & economics : IJFE 18 (2013) 1, pp. 25-50

Persistent link: https://www.econbiz.de/10009721917

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

Value at Risk of the main stock market indexes in the European Union (2000–2012)

Iglesias, Emma M. - In: Journal of Policy Modeling 37 (2015) 1, pp. 1-13

We analyze extreme movements of the main stocks market indexes in the European Union. We find that the Sweden and UK markets are the preferred ones for risk averse investors since they present the best risk-return performance. Moreover, the UK market is found to have a very low dependence with...

Persistent link: https://www.econbiz.de/10011209143