Dynamic volatility and external security related shocks: The case of the Athens Stock Exchange

Journal of International Financial Markets, Institutions and Money

Volumn 16, Issue 5, 2006, Pages 411-424

  Athanassiou, Emmanuel ^a   Kollias, Christos ^b   Syriopoulos, Theodore ^c  

^a UNIVERSITY OF ATHENS   (Greece)

^b UNIVERSITY OF THESSALY   (Greece)

^c UNIVERSITY OF THE AEGEAN   (Greece)

Author keywords

Athens Stock Exchange; Conditional volatility; External national security shocks

Indexed keywords

EID: 33749996024     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.04.001     Document Type: Article

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