Is there an identity within international stock market volatilities?
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More about this item
KeywordsCluster analysis; Euro area; International stock markets; Returns and squared returns; Periodogram; Volatility;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-17 (All new papers)
- NEP-EEC-2007-03-17 (European Economics)
- NEP-IFN-2007-03-17 (International Finance)
- NEP-RMG-2007-03-17 (Risk Management)
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