How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?

How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?

The spread of the global financial crisis of 2008/2009 was rapid, and impacted the functioning and the performance of financial markets. Due to the importance of this phenomenon, this study aims to explain the impact of the crisis on stock market behavior and interdependence through the study of the...

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Bibliographic Details
Main Authors: Faten Ben Slimane, Mohamed Mehanaoui, Irfan Akbar Kazi
Format: Article
Language:English
Published: MDPI AG 2013-08-01
Series:International Journal of Financial Studies
Subjects:
stock market behavior
volatility spillover
financial crisis
high frequency data
Online Access:http://www.mdpi.com/2227-7072/1/3/81

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