Transmission of News in Eurozone Bank Holdings and European Bank Markets in the Light of the Greek Debt Crisis
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DOI: 10.1177/0972652715623675
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More about this item
Keywords
Interdependencies; volatility and error spillovers; European banking markets; Eurozone bank holdings;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
Statistics
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