Work

A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis

Year: 2012

Type: article

Source: RePEc: Research Papers in Economics

Authors: Go Tamakoshi, Yuki Toyoshima, Shigeyuki Hamori

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1531338319

FWCI: 4.558

Cites: 4

Cited by: 16

Related to: 10