Time varying integration of European stock markets and monetary drivers
Year of publication: |
2020
|
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Authors: | Lee, Hyunchul ; Kim, Heeho |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 58.2020, p. 369-385
|
Subject: | EMU | Monetary performance convergence | Realized correlation | Stock market integration | Schätzung | Estimation | Eurozone | Euro area | EU-Staaten | EU countries | Aktienmarkt | Stock market | Marktintegration | Market integration | Korrelation | Correlation | EU-Mitgliedschaft | EU membership | Inflationserwartung | Inflation expectations | Kointegration | Cointegration | Theorie der Arbeitslosigkeit | Unemployment theory |
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