Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets
This paper analyzes the transmission of return and volatility from different stock markets. The stock markets that are analysed in the paper are from Lithuania, Estonia, Latvia and Euro zone. The indices that quantify the evolution of this stock markets are EURO STOXX 50, OMX Tallinn, OMX Vilnius an...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ovidius University Press
2020-01-01
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| Series: | Ovidius University Annals: Economic Sciences Series |
| Subjects: | |
| Online Access: | https://stec.univ-ovidius.ro/html/anale/RO/wp-content/uploads/2021/03/Section%201/1.pdf |