Volatility and shocks spillover before and after EMU in European stock markets-Reference-Cited by-同舟云学术

Volatility and shocks spillover before and after EMU in European stock markets

Published:2003-12 Issue:4-5 Volume:13 Page:323-340
ISSN:1042-444X
Container-title:Journal of Multinational Financial Management
language:en
Short-container-title:Journal of Multinational Financial Management

Author:

Billio Monica,Pelizzon Loriana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

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4. Beltratti, A., Morana, C., 2000. The effects of the introduction of the euro on the volatility of European stock markets, Working Paper Paolo Baffi Centre for Monetary and Financial Economics, Milan.

5. Value-at-Risk: a multivariate switching regime approach;Billio;Journal of Empirical Finance,2000

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