MetadataShow full item record
AbstractThis paper examines the presence of "meteor showers" and "heat waves" effects in Greek financial markets. In particular, the relationship between the stock market price index volatility and the volatility of three exchange rates (U.S. dollar, deutsche mark, and ECU) recorded on a daily basis is investigated. The results provide evidence in favor of the "heat wave" hypothesis, while the "meteor shower" hypothesis was observed only with respect to the U.S. dollar.
CitationApergis, N., Katrakilidis, C., and Papastamatis, S. (1997) ‘"Meteor showers" and "heat waves" in Greek financial markets’, International Advances in Economic Research, 3 (4), pp. 364-375. Doi: 10.1007/BF02295214
JournalInternational Advances in Economic Research
The following license files are associated with this item:
Except where otherwise noted, this item's license is described as http://creativecommons.org/licenses/by-nc-nd/4.0/