Asymmetric dynamic linkages between returns on banks and other industry portfolio returns

Kenneth Högholm; Johan Knif; Gregory Koutmos

Asymmetric dynamic linkages between returns on banks and other industry portfolio returns

Kenneth Högholm, Johan Knif, Gregory Koutmos

Finance, Vaasa

Fairfield University

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

Original language	English
Title of host publication	Contributions to Mathematics, Statistics, Econometrics, and Finance : Essays in Honour of Professor Seppo Pynnönen
Editors	Johan Knif, Bernd Pape
Number of pages	22
Place of Publication	Vaasa
Publisher	University of Vaasa
Publication date	2014
Pages	209-230
ISBN (Print)	978–952–476–522–0
ISBN (Electronic)	978–952–476–523–7
Publication status	Published - 2014
MoE publication type	A3 Book chapter

Publication series

Name	Acta Wasaensia
Publisher	University of Vaasa
Volume	296
ISSN (Print)	0355-2667
ISSN (Electronic)	2323-9123

Name	Acta Wasaensia. Statistics
Publisher	University of Vaasa
Volume	7
ISSN (Print)	1235-7936
ISSN (Electronic)	2342-1282

Keywords

511 Economics
KOTA2014

Access to Document

http://www.uva.fi/materiaali/pdf/isbn_978–952–476–523–7.pdf

OpenUrl availability

Full text

Cite this

Högholm, K., Knif, J., & Koutmos, G. (2014). Asymmetric dynamic linkages between returns on banks and other industry portfolio returns. In J. Knif, & B. Pape (Eds.), Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen (pp. 209-230). (Acta Wasaensia; Vol. 296), (Acta Wasaensia. Statistics; Vol. 7). University of Vaasa. http://www.uva.fi/materiaali/pdf/isbn_978–952–476–523–7.pdf

Högholm, Kenneth ; Knif, Johan ; Koutmos, Gregory. / Asymmetric dynamic linkages between returns on banks and other industry portfolio returns. Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. editor / Johan Knif ; Bernd Pape. Vaasa : University of Vaasa, 2014. pp. 209-230 (Acta Wasaensia). (Acta Wasaensia. Statistics).

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Högholm, K, Knif, J & Koutmos, G 2014, Asymmetric dynamic linkages between returns on banks and other industry portfolio returns. in J Knif & B Pape (eds), Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. Acta Wasaensia, vol. 296, Acta Wasaensia. Statistics, vol. 7, University of Vaasa, Vaasa, pp. 209-230. <http://www.uva.fi/materiaali/pdf/isbn_978–952–476–523–7.pdf>

Asymmetric dynamic linkages between returns on banks and other industry portfolio returns. / Högholm, Kenneth; Knif, Johan; Koutmos, Gregory.
Contributions to Mathematics, Statistics, Econometrics, and Finance: Essays in Honour of Professor Seppo Pynnönen. ed. / Johan Knif; Bernd Pape. Vaasa: University of Vaasa, 2014. p. 209-230 (Acta Wasaensia; Vol. 296), (Acta Wasaensia. Statistics; Vol. 7).

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

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AU - Knif, Johan

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BT - Contributions to Mathematics, Statistics, Econometrics, and Finance

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