Rahman, Matiur; Khan, M. Moosa - In: Global Economy Journal 9 (2009) 1, pp. 1-1
This paper re-examines the role of the euro in enhancing the convergence among stock markets of Germany, France and Italy. The VAR-framework is implemented with a dummy variable. A pre- and post-euro analysis is also performed with an exclusion of the dummy variable. Monthly data on stock market...