Co-movements and asymmetric volatility in the Portuguese and U.S. Stock markets

DOI10.1007/S11071-006-2020-7zbMATH Open1130.91341OpenAlexW2049443143MaRDI QIDQ2432371FDOQ2432371

Authors: Rui Menezes, Nuno B. Ferreira, Diana A. Mendes 

Publication date: 25 October 2006

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11071-006-2020-7

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Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• Asymmetric adjustment from structural booms and slumps.

Cited In (1)

• Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges

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