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2011 | 5 | 2 | 1-12
Article title

Eurozone stock returns co-movement: Some findings for portfolio managers and central bankers

Content
Title variants
Languages of publication
EN
Abstracts
EN
In this paper we assess the level of country risk vs industry risk for the Eurozone national stock markets and the measure of dispersion is used to deliver the desired estimates. We find a significant and permanent increase in the level of country risk since the beginning of the recent global financial crisis. This conclusion may be important both for portfolio managers and monetary policymakers.
Keywords
Year
Volume
5
Issue
2
Pages
1-12
Physical description
Contributors
  • Business and Economic Horizons, redakce, Prague Development Center s.r.o., Bořivojova 1081 / 40, 130 00, Prague 3 - Žižkov, Czech Republic
References
Document Type
Publication order reference
Identifiers
YADDA identifier
bwmeta1.element.cejsh-ecb1a012-7777-4eeb-b6c9-a3323964ece9
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