Showing 1 - 10 of 205,078
Persistent link: https://www.econbiz.de/10012793451
Persistent link: https://www.econbiz.de/10003888269
Persistent link: https://www.econbiz.de/10011879680
Stock Market Efficiency.- Chapter 6 Stock Market Volatility.- Chapter 7 Globalization and Market Integration.- Chapter 8 …
Persistent link: https://www.econbiz.de/10013521320
Persistent link: https://www.econbiz.de/10011670950
Persistent link: https://www.econbiz.de/10011346405
and volatility. In addition to covering the periods of the dot.com crash, the 11 September 2001 events, the pre-2007 … financialization bubble period and the resulting Global Financial Crisis, we study volatility spillovers arising from the BRIC, U …
Persistent link: https://www.econbiz.de/10012794261
Persistent link: https://www.econbiz.de/10012224755
Persistent link: https://www.econbiz.de/10013350713
volatility spillovers during global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by … between markets and somewhat weaker temporal effects with regard to the US equity market - volatility spillovers decrease when … markets are characterized by greater temporal proximity. Volatility spillovers also present a high degree of …
Persistent link: https://www.econbiz.de/10011654569