Extreme coexceedances in new EU member states' stock markets

Journal of Banking and Finance

Volumn 33, Issue 6, 2009, Pages 1048-1057

  Christiansen, Charlotte ^a   Ranaldo, Angelo ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b SWISS NATIONAL BANK   (Switzerland)

Author keywords

Comovement; Emerging markets; EU enlargement; EU member states; Extreme returns; Financial market integration; New EU member states; Stock markets

Indexed keywords

EID: 62749120046     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.10.014     Document Type: Article

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