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21
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21
European markets’ reactions to exogenous shocks : a high frequency data analysis of the 2005 London bombings
Kollias, Chrēstos
;
Papadamou, Stephanos
;
Siriopoulos, …
- In:
International Journal of Financial Studies : open …
1
(
2013
)
4
,
pp. 154-167
indicate that the
volatility
of stock market returns is increased in all cases examined. …
Persistent link: https://www.econbiz.de/10010243563
Saved in:
22
Are extreme returns priced in the stock market? : European evidence
Annaert, Jan
;
De Ceuster, Marc J.
;
Verstegen, Kurt
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3401-3411
Persistent link: https://www.econbiz.de/10010126415
Saved in:
23
Global contagion of market sentiment during the US subprime crisis
Lee, Yen-Hsien
;
Tucker, Alan L.
;
Wang, David K.
;
Pao, …
- In:
Global finance journal
25
(
2014
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10010400994
Saved in:
24
Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali
- In:
American journal of finance and accounting
3
(
2013/14
)
2/4
,
pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
Saved in:
25
The MAX effect : European evidence
Walkshäusl, Christian
- In:
Journal of banking & finance
42
(
2014
),
pp. 1-10
Persistent link: https://www.econbiz.de/10010408454
Saved in:
26
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
Saved in:
27
Excess
volatility
in European equity style indices : new evidence
Berneburg, Marian
-
2006
Persistent link: https://www.econbiz.de/10003399727
Saved in:
28
Return and
volatility
spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd
-
2002
Persistent link: https://www.econbiz.de/10001718829
Saved in:
29
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
30
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin
-
2003
Persistent link: https://www.econbiz.de/10001746869
Saved in:
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