Structural changes in volatility and stock market development: Evidence for Spain

Journal of Banking and Finance

Volumn 28, Issue 7, 2004, Pages 1745-1773

  Cuñado Eizaguirre, Juncal ^a   Biscarri, Javier Gómez ^a   Hidalgo, Fernando Pérez de Gracia ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Multiple structural breaks; Stock market development; Trading volume; Volatility

Indexed keywords

EID: 2442716529     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2003.06.004     Document Type: Article

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