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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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10400.5/15502 |
| País: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/15502 |