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Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility
We empirically examine the determinants of the short-term cross-country impacts of Lehman Brothers’ bankruptcy on the volatility of stock prices. According to the results of this study, countries with lower financial openness and greater stock market depth experienced a smaller increase in stock pri...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
EconJournals
2017-09-01
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| Colecção: | International Journal of Economics and Financial Issues |
| Assuntos: | |
| Acesso em linha: | https://dergipark.org.tr/tr/pub/ijefi/issue/32021/354227?publisher=http-www-cag-edu-tr-ilhan-ozturk |
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