GARCH modelling of banking integration in the Eurozone-Reference-Cited by-同舟云学术

GARCH modelling of banking integration in the Eurozone

Published:2011-01 Issue:1 Volume:25 Page:1-10
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Alexandrou George,Koulakiotis Athanasios,Dasilas Apostolos

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference15 articles.

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2. The Euro and European Market Integration. Unpublished Working Paper;Bartram,2005

3. International portfolio investment: theory, evidence and institutional framework. financial markets;Bartram;Inst. Instrum.,2001

4. Estimation and Inference in nonlinear structural models;Berndt;Ann. Econ. Soc. Meas.,1974

5. Generalized autoregressive conditional heteroscedasticity;Bollerslev;J. Econ.,1986

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