European stock market dependencies when price changes are unusually large

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.14, Iss.3, 2004-02, pp. : 165-177

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Euro and European stock market efficiency

Applied Financial Economics, Vol. 24, Iss. 19, 2014-10 ,pp. : 1235-1248

Routledge Ltd

Access to resources Recommend Favorite

Oil price shocks and stock market behaviour in Nigeria

By Babatunde Musibau Adetunji Adenikinju Olayinka Adenikinju Adeola F.

Journal of Economic Studies, Vol. 40, Iss. 2, 2013-05 ,pp. : 180-202

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Are emerging stock market price indices really stationary?

By Phengpis Chanwit

Applied Financial Economics, Vol. 16, Iss. 13, 2006-09 ,pp. : 931-939

Routledge Ltd

Access to resources Recommend Favorite

Stock market volatility and fluctuations in the price-earnings ratio

By Koutmos Dimitrios

International Journal of Computational Economics and Econometrics, Vol. 2, Iss. 3-4, 2012-04 ,pp. : 223-237

Inderscience Publishers

Access to resources Recommend Favorite

Dynamic dependencies between the Tunisian stock market and other international stock markets: GARCH-EVT-Copula approach

Applied Financial Economics, Vol. 24, Iss. 18, 2014-09 ,pp. : 1215-1228

Routledge Ltd

Access to resources Recommend Favorite