Euro conversion and return dynamics of European financial markets: A frequency domain approach

Axel Grossmann, Emiliano Giudici, Marc William Simpson

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1-26
Number of pages26
JournalJournal of Economics and Finance
Volume38
Issue number1
DOIs
StatePublished - Jan 2014
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • Correlation
  • Euro-Introduction
  • Return Dynamics
  • Time-Varying Frequency Domain

Cite this