Munich Personal RePEc Archive

Is the Dutch stock market getting riskier?

Suarez, Ronny (2018): Is the Dutch stock market getting riskier?

[img]
Preview
PDF
MPRA_paper_86197.pdf

Download (842kB) | Preview

Abstract

In this paper, we compared the distribution of the AEX Index monthly returns of the period 1994-2005 against the period 2006-2017 to evaluate the presence of negative extreme events. Through the analysis of the Return Level value (R10) we have concluded that AEX Index period 1994-2005 has a similar risk that the period 2006-2017.

UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.