An Investigation into Mean and Volatility Spill-over effects: the Experience in Emerging Europe

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An Investigation into Mean and Volatility Spill-over effects: the Experience in Emerging Europe

With the returns to mainstream asset classes, such as equities, proving less fruitful than they have been in the past, investors are looking for alternative sources of returns. One such alternative, is emerging markets. Focussing on the European experience, this dissertation attempts to evaluate the...

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Bibliographic Details
Main Author:	Hudson, Sam
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/23825/

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