Stock market volatility of regulated industries : an empirical assessment
This paper analyses stock market volatility for the regulated electricity, gas and water utility industries in the UK for the period 1991 - 2002. Using a condi- tional approach, we decompose stock market volatility in components characterised by different degrees of persistence and bearing different...
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| Format: | article |
| Language: | eng |
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2018
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| Online Access: | http://hdl.handle.net/10400.5/15502 |
| Country: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/15502 |