Impact of Political News on the Baltic State Stock Markets
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Deltuvaitė Vilma, 2016. "Investigation of Stock Market Integration in the Baltic Countries," Economics and Business, De Gruyter Open, vol. 28(1), pages 38-44, April.
More about this item
KeywordsPublic information arrival; political risk; volatility; multivariate GARCH;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-15 (All new papers)
- NEP-FMK-2008-04-15 (Financial Markets)
- NEP-POL-2008-04-15 (Positive Political Economics)
- NEP-RMG-2008-04-15 (Risk Management)
- NEP-TRA-2008-04-15 (Transition Economics)
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