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Stock Exchanges Industry Consolidation and Shock Transmission · Study

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PreprintStock Exchanges Industry Consolidation and Shock Transmission

Julien Idier2010

OA

Preprintgreen2010

Stock Exchanges Industry Consolidation and Shock Transmission

43 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 43 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2012The Econometrics of Financial Markets 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1995Multivariate Simultaneous Generalized ARCH 1992ARCH modeling in finance 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model n.d.Multivariate GARCH models: a survey

Cited by

2010Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate 2010DSGE Models in a Data-Rich Environment

Details

Year2010

Typepreprint

Published2010-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations43

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.2139/ssrn.1697643

openalex_workW1557836706

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