Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012

Investigation of the Greek Stock Exchange volatility and the impact of foreign markets from 2007 to 2012

Purpose of this paper - The current paper aims to analyze the impact of the debt crisis on the FTSE / ASE 20 index volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the seasonality returns (Day-of-the-Week effect) and the vola...

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Bibliographic Details
Main Authors: Nikolaos Sariannidis, Polyxeni Papadopoulou, Evangelos Drimbetas
Format: Article
Language:English
Published: Eastern Macedonia and Thrace Institute of Technology 2015-10-01
Series:International Journal of Business and Economic Sciences Applied Research
Subjects:
Greek market
volatility
GARCH models
Day-of-the-Week effect
Online Access:http://ijbesar.teiemt.gr/docs/volume8_issue2/stock_exchange_volatility.pdf

Internet

http://ijbesar.teiemt.gr/docs/volume8_issue2/stock_exchange_volatility.pdf

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