Hellenic Open University Conferences, International Conference on Business & Economics of the Hellenic Open University 2015

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Volatility and contagion from the financially distressed markets
Spyros Spyrou, Georgia Pantou

Building: Titania
Room: Platon
Date: 2015-02-07 04:00 PM – 06:00 PM
Last modified: 2015-01-27

Abstract


This paper employs a range of methodologies in order to investigate the nature of volatility and contagion effects fron the financially distressed markets in the EU to major markets, during the recent financial crisis. The results indivate that market volatility bevomes explosive for Greece during the crisis. Furthermore, the effect of events in Ireland, Portugal, and Greece on major market volatility during the crisis have been overstated.

 

 

 

 


Keywords


European financial crisis, contagion, volatility