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

Alikhanov, Abdulla

Review of economic perspectives, 2013-03, Vol.13 (1), p.3-29 [Periódico revisado por pares]

Brno: Versita

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  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

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