Impact of the NYSE Shocks on the European Developed Capital Markets
This paper explores the impact of the large stock prices increases (positive shocks) and decreases (negative shocks) from the New York Stock Exchange on the returns and volatility of some European developed capital markets. We found that more than a half of shocks from these European stock markets w...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Dunarea de Jos University of Galati
2016-07-01
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| Series: | Risk in Contemporary Economy |
| Online Access: | http://www.rce.feaa.ugal.ro/images/stories/RCE2016/DumitriuStefanescu.pdf |