Have European stocks become more volatile? An empirical investigation of idiosyncratic and market risk in the Euro area

European Financial Management

Volumn 14, Issue 3, 2008, Pages 419-444

  Kearney, Colm ^a   Potì, Valerio ^b  

^a TRINITY COLLEGE DUBLIN   (Ireland)

^b DUBLIN CITY UNIVERSITY   (Ireland)

Author keywords

Asset pricing; Correlation; Idiosyncratic risk; Portfolio management

Indexed keywords

EID: 43949131440     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2007.00395.x     Document Type: Article

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