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Euro area stock markets integration : empirical evidence after the end of 2010 debt crisis

Stoupos, Nikolaos; Kiohos, Apostolos - In: Finance research letters 46 (2022) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10013341843

A Euro area stock market model with betas dependent on the financial markets cycle

Fonseca, José Soares da - In: International journal of monetary economics and finance 6 (2013) 4, pp. 302-308

Persistent link: https://www.econbiz.de/10010412981

How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area

Moerman, Moerman, G.A. - Erasmus Research Institute of Management (ERIM), … - 2005

The euro area has faced a high number of monetary and policy changes in the recent past as a consequence of the European integration process and, naturally, these developments have important implications for portfolio diversification and asset pricing. Therefore, this paper concentrates on the...

Persistent link: https://www.econbiz.de/10010731136

How Domestic is the Fama and French Three-Factor Model? An Application to the Euro Area

Moerman, G.A. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005

, European integration, euro area stock markets Availability The ERIM Report Series is distributed through the following …-French factors, industry factor model, European integration, euro area stock markets Correspondence Gerard A. Moerman … methodology and same performance measures as Griffin (2002) and apply this approach to the euro area stock markets. This sections …

Persistent link: https://www.econbiz.de/10005450933

Diversification in euro area stock markets: country versus industry

Moerman, Gerard - 2004

recent euro area stock markets data, we find clear evidence that diversification over industries yields more efficient …

Persistent link: https://www.econbiz.de/10011604373

Diversification in euro area stock markets: country versus industry

Moerman, Gerard - European Central Bank - 2004

recent euro area stock markets data, we find clear evidence that diversification over industries yields more efficient …

Persistent link: https://www.econbiz.de/10005530737