Classifying returns as extreme: European stock and bond markets
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DOI: 10.1016/j.irfa.2014.05.004
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- Charlotte Christiansen, 2013. "Classifying Returns as Extreme: European Stock and Bond Markets," CREATES Research Papers 2013-37, Department of Economics and Business Economics, Aarhus University.
References listed on IDEAS
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Cited by:
- Andreas Chouliaras & Theoharry Grammatikos, 2017.
"Extreme Returns in the European financial crisis,"
European Financial Management, European Financial Management Association, vol. 23(4), pages 728-760, September.
- Chouliaras, Andreas & Grammatikos, Theoharry, 2014. "Extreme Returns in the European Financial Crisis," MPRA Paper 58978, University Library of Munich, Germany.
- Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.
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More about this item
Keywords
European stock markets; European bond markets; Extreme returns; Financial crisis; Integration of financial markets;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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