Cappiello, Lorenzo; Hördahl, Peter; Kadareja, Arjan; … - 2006
-technical summary
This paper studies the impact of the euro on European stock and government bond
markets. We first investigate … of the single cur-
rency on financial markets. This paper studies the impact of the euro on European
stock and government … model for market returns which distinguishes between
global and local components. Differently from previous studies on …