Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC
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DOI: 10.1007/s10663-019-09437-6
Abstract: This study analyses and compares the dynamics of intra-European Monetary Union (EMU) and intra-non-EMU, European Union (EU) stock markets’ return spillover during European Sovereign Debt Crisis (November 2, 2009 to December 30, 2016). Diebold and… read more here.
Keywords: stock markets; emu stock; return spillover; non emu ... See more keywords