Title

Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2012

Issue

No 2

Authors

Kouretas, Georgios P. ; Syllignakis, Manolis N.

Keywords

emerging European stock markets ; stock return volatility ; Markov-switching ; financial crises

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

65-93

Publisher

Oddział PAN w Łodzi

Date

30.06.2012

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2012.119277 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2012; No 2; 65-93