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Extreme Returns in the European financial crisis
Authors:Andreas Chouliaras  Theoharry Grammatikos
Affiliation:1. ICMA Centre, Henley Business School, University of Reading, Henley Business School, Whiteknights, Reading RG6 6BA;2. Luxembourg School of Finance, University of Luxembourg, rue Albert Borschette L‐1246 Luxembourg
Abstract:
Keywords:financial crisis  financial contagion  spillover  euro crisis  stock markets
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