Recording date: 14/04/2018
Viewed: 146 times

2018-04-04 - 8th International Conference on Mathematical and Statistical Methods for Actuarial Science and Finan(Enrique Sentena)

We study financial contagion in the euro area stock markets during the European sovereign debt crisis. We look at both stock returns and volatility measures extracted from option prices. We also provide measures of excess dispersion and correlation by comb

series: 2018
mdurban
UTEDA - Servicios en Campus
Enrique Sentena

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