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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

Open Access
|Apr 2013

References

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DOI: https://doi.org/10.2478/v10135-012-0013-7 | Journal eISSN: 1804-1663 | Journal ISSN: 1213-2446
Language: English
Page range: 3 - 29
Published on: Apr 20, 2013
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

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