, industrials, consumer services, health care and financials. The analysis is carried out by using correlation analysis, ß … process of monetary, economic and financial integration in Europe. This study offers evidence for an increasing degree of … integration ; EU ; stock markets ; ß-convergence ; s-convergence ; correlation analysis …

Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …

, industrials, consumer services, health care and financials. The analysis is carried out by using correlation analysis, ß … process of monetary, economic and financial integration in Europe. This study offers evidence for an increasing degree of …

, consumer goods, industrials, consumer services, health care and financials. The analysis is practised by using correlation … have been more integrated during the process of monetary, economic and financial integration in Europe. We find evidence …

market of different economies such as Asian, European and USA stock markets by using correlation technique. With the help of … this technique we are able to identify the correlation between USA & European market, Asian & European market and Asian and … to identify the correlation between return index of selected stock exchange …

regression on wavelet coefficients. The concept of wavelet local multiple correlation is used to produce one single set of multi …-scale correlations along time, in contrast with the large number of wavelet correlation maps that need to be compared when using standard … century. It is shown how the evolution of the correlation structure in these markets has been far from homogeneous both along …