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To What Extent are Stock Returns Driven by Mean and Volatility Spillover Effects? – Evidence from Eight European Stock Markets Cover

To What Extent are Stock Returns Driven by Mean and Volatility Spillover Effects? – Evidence from Eight European Stock Markets

Review of Economic Perspectives
Volume 13 (2013): Issue 1 (March 2013)
By: Abdulla Alikhanov  
Open Access
|Apr 2013

Authors

Abdulla Alikhanov

abdulla.alikhan@gmail.com

DOI: https://doi.org/10.2478/v10135-012-0013-7 | Journal eISSN: 1804-1663 | Journal ISSN: 1213-2446
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Language: English
Page range: 3 - 29
Published on: Apr 20, 2013
Published by: Mendel University in Brno
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
Stock markets,
the U.S,
E.U,
volatility spillovers,
emerging markets,
mean,
oil price,
exchange rates,
asymmetric effects
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures

© 2013 Abdulla Alikhanov, published by Mendel University in Brno
This work is licensed under the Creative Commons License.

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