Diese Dissertation befasst sich mit europäischer und US-amerikanischer Konjunkturgeschichte und Marktintegration im 19 …

In this article, we explore the demand for the euro for risk management purposes, and the evidence of stock market … integration in the euro area. We define a reserve currency as one that investors demand either because it helps them hedge real … its return is negatively correlated with the returns on those assets. This article re-examines the role of the euro as a …

The paper attempts to examine the market integration with the help of cointegration test on the prices of potato of … retail markets. The cointegration test by Johansen and Jeselius (1990) applied to weekly prices of three important potato …

for Australian wheat prices. Also, cointegration analysis shows significant improvement in market efficiency particularly …

for raw sugar among Colombian, Brazilian and World markets. The Johansen (1988) cointegration approach allowed relating …

Canada and the US have been conducted. The economic analyses include: (i) testing cointegration of prices among North …

exchange rate stability constraints imposed by the obligatory participation in the ERM2 on the path to the euro. The modified … policy framework is based on targeting the differential between the domestic and the implicit euro area inflation forecasts … employing the Johanssen cointegration tests and the threshold generalized autoregressive heteroscedasticity model with the in …

the Euro-zone. Moreover, the EMU creates conditions for economic and monetary stability all over Europe which allows for …