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Stock Market Volatility in an Emerging Market: Further Evidence from the Athens Stock Exchange

✍ Scribed by Georgios E. Chortareas; John B. McDermott; Titos E. Ritsatos

Book ID
108567872
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
151 KB
Volume
27
Category
Article
ISSN
0306-686X

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## Abstract This study examines the long‐run price relationship and the dynamic price transmission among the USA, Germany, and four major Eastern European emerging stock markets, with particular attention to the impact of the 1998 Russian financial crisis. The results show that both the long‐run pr