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To What Extent are Stock Returns Driven by Mean and Volatility Spillover Effects? – Evidence from Eight European Stock Markets

Abdulla Alikhanov

Alikhanov, Abdulla

Apr 20, 2013

To What Extent are Stock Returns Driven by Mean and Volatility Spillover Effects? – Evidence from Eight European Stock Markets's Cover Image

Review of Economic Perspectives

Volume 13 (2013): Issue 1 (March 2013)

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Published Online: Apr 20, 2013

Page range: 3 - 29

DOI: https://doi.org/10.2478/v10135-012-0013-7

Keywords
Stock markets, the U.S, E.U, volatility spillovers, emerging markets, mean, oil price, exchange rates, asymmetric effects

This content is open access.

Language:: English

Publication timeframe:: 2 times per year
Journal Subjects:: Business and Economics, Political Economics, Economic Theory, Systems and Structures

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