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• W3121609976 abstract "This investigation focuses on the volatility of stock returns in the Belgian Stock Exchange from the period of April 1991 to April 2008. Empirical results have shown that there is a mean and volatility spillover effect from the big European markets. There are also mean spillover effects from the markets of the USA and the UK to the market of Belgium. The formation of Euronext stock exchange in September 2000 has affected the conditional volatility. Ultimately, the structural analysis of volatility with the GJR-GARCH model have shown that current volatility is more influenced by past volatility rather than by the previous day shocks." @default.
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• W3121609976 date "2009-01-01" @default.
• W3121609976 modified "2023-09-27" @default.
• W3121609976 title "Volatility of stock returns: the case of the Belgian Stock Exchange" @default.
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• W3121609976 doi "https://doi.org/10.1504/ijbfmi.2009.028450" @default.
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