Balli, Faruk; Balli, Hatice O. - In: Journal of Economics and Business 63 (2011) 2, pp. 89-106
impact of these recent structural changes on the Euro-wide sectoral equity indices. We model the return and volatility of the … Euro sector equity indices between 1992 and 2007. We find that aggregate world equity or global sector equity indices have … not affected the sector equity indices since the beginning of the Euro. The aggregate Euro equity index, however, still …