Chouliaras, Andreas S.; Christopoulos, Apostolos G.; … - In: International Journal of Banking, Accounting and Finance 4 (2012) 3, pp. 232-249
This paper investigates whether cointegration and causality relationships exist among the stock markets of the Portugal, Italy, Ireland, Greece and Spain (PIIGS) countries during the period 2005 to 2011. To accomplish our objective, we divide the sample period into two sub-periods (1 February...
