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

Abdulla Alikhanov

doi:10.2478/v10135-012-0013-7

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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

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