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Modeling The Dynamic Interdependence Of Major European Stock Markets

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  • Gregory Koutmos

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  • Gregory Koutmos, 1996. "Modeling The Dynamic Interdependence Of Major European Stock Markets," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 23(7), pages 975-988, October.
    • Handle: RePEc:bla:jbfnac:v:23:y:1996:i:7:p:975-988
    DOI: 10.1111/j.1468-5957.1996.tb01035.x
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    References listed on IDEAS

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    4. Lastrapes, William D, 1989. "Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 66-77, February.
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    7. de Jong, F.C.J.M. & Kemna, A. & Kloek, T., 1992. "A contribution to event study methodology with an application to the Dutch stock market," Other publications TiSEM 7805a40a-1e85-4621-ac05-0, Tilburg University, School of Economics and Management.
    8. Panayiotis Theodossiou & Unro Lee, 1993. "Mean And Volatility Spillovers Across Major National Stock Markets: Further Empirical Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 16(4), pages 337-350, December.
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    13. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
    14. Cheung, Yin-Wong & Ng, Lilian K, 1992. "Stock Price Dynamics and Firm Size: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 47(5), pages 1985-1997, December.
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    16. de Jong, Frank & Kemna, Angelien & Kloek, Teun, 1992. "A contribution to event study methodology with an application to the Dutch stock market," Journal of Banking & Finance, Elsevier, vol. 16(1), pages 11-36, February.
    17. Geoffrey Booth, G. & Hatem, John & Virtanen, Ilkka & Yli-Olli, Paavo, 1992. "Stochastic modeling of security returns: Evidence from the Helsinki Stock Exchange," European Journal of Operational Research, Elsevier, vol. 56(1), pages 98-106, January.
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