Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data
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More about this item
Keywordsstock markets; intraday data; comovements; bi-variate GARCH; European integration;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-21 (All new papers)
- NEP-EEC-2007-04-21 (European Economics)
- NEP-MST-2007-04-21 (Market Microstructure)
- NEP-RMG-2007-04-21 (Risk Management)
- NEP-TRA-2007-04-21 (Transition Economics)
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