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The impact of the euro on financial markets
Cappiello, Lorenzo; Hördahl, Peter; Kadareja, Arjan; … - 2006
, we focus on the asset pricing implications of the euro. Specifically, we use a dynamic no arbitrage term structure model …
Persistent link: https://www.econbiz.de/10011604644
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Financial integration of new EU Member States
Cappiello, Lorenzo; Gérard, Bruno; Kadareja, Arjan; … - 2006
This study assesses the degree of financial integration for a selected number of new EU member states between themselves and with the euro zone. Within the framework of a factor model for market returns, we measure integration as the amount of variance explained by the common factor relative to...
Persistent link: https://www.econbiz.de/10011604729
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The Impact of the Euro on Financial Markets
Cappiello, Lorenzo - 2006
the asset pricing implications of the euro. Specifically, we use a dynamic no-arbitrage term structure model to examine …
Persistent link: https://www.econbiz.de/10012780825
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Financial Integration of New EU Member States
Cappiello, Lorenzo; Kadareja, Arjan; Gerard, Bruno; … - 2021
This study assesses the degree of financial integration for a selected number of new EU member states between themselves and with the euro zone. Within the framework of a factor model for market returns, we measure integration as the amount of variance explained by the common factor relative to...
Persistent link: https://www.econbiz.de/10013317420