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

DOI10.1007/S11071-006-2020-7MaRDI QIDQ2432371zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1168350 (Why is no real title available?)
• 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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