Volatility in stock returns for new EU member states: Markov regime switching model

International Review of Financial Analysis

Volumn 16, Issue 3, 2007, Pages 282-292

  Moore, Tomoe ^a   Wang, Ping ^b  

^a Faculty of Engineering and Computing   (United Kingdom)

^b UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

Emerging stock markets; European Union; Exchange rates; Markov regime switching model; Stock return volatility

Indexed keywords

EID: 34249659605     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2007.03.006     Document Type: Article

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