Le livre est actuellement en rupture de stock
En savoir plus sur le livre
The study investigates the efficiency of South East Europe's (SEE) equity markets and their relationship with iTraxx Europe, focusing on stock market performance differences between developed and emerging markets. Utilizing GARCH modeling, Granger causality tests, and correlation analysis, it analyzes daily returns from five SEE stock indices post-2008 financial crisis. Findings indicate that most SEE markets, excluding Bulgaria and Slovenia, do not align with the efficient market hypothesis, while iTraxx Europe significantly influences these stock indices' dynamics.
Achat du livre
Linkages and efficiency between derivative and European capital market, Mariya Paskaleva, Ani Stoykova
- Langue
- Année de publication
- 2017
- product-detail.submit-box.info.binding
- (souple)
Nous vous informerons par e-mail dès que nous l’aurons retrouvé.
Modes de paiement
Personne n'a encore évalué .