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Extreme Coexceedances in New EU Member States' Stock Markets · Study

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PreprintExtreme Coexceedances in New EU Member States' Stock Markets

Charlotte Christiansen2008

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Preprintgreen2008

Extreme Coexceedances in New EU Member States' Stock Markets

Charlotte Christiansen · Angelo Ranaldo

30 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

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References

1985Does the Stock Market Overreact?2008Market Liquidity and Funding Liquidity 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1961A Theory of Optimum Currency Areas 2001Extreme Correlation of International Equity Markets 1998The Endogenity of the Optimum Currency Area Criteria 1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets

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2008Forward-Looking Betas

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Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations30

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.1028247

openalex_workW1997516767

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