GARCH modelling of banking integration in the Eurozone
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- Peltomäki, Jarkko & Vähämaa, Emilia, 2015. "Investor attention to the Eurozone crisis and herding effects in national bank stock indexes," Finance Research Letters, Elsevier, vol. 14(C), pages 111-116.
- repec:eee:riibaf:v:41:y:2017:i:c:p:516-546 is not listed on IDEAS
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KeywordsEuropean banking Market integration GARCH models EU enlargement;
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