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Persistent link: https://www.econbiz.de/10009499900
Vector autoregressive models are increasingly being used in the analysis of relationships within and between financial markets. In such models, there are circumstances that require zero entries in the coefficient matrices. Such circumstances can be particularly relevant in the context of markets...
Persistent link: https://www.econbiz.de/10013004302
This study applies network analysis to analyze the structure of the Euro Stoxx market during the long period from 2002 …
Persistent link: https://www.econbiz.de/10013021229
We analyse the influence of carry trades involving the Euro on the Eurozone stock market, modelling returns as … considerable advantage of being directly observable. The results show that long future positions on the Euro rise contemporaneously …
Persistent link: https://www.econbiz.de/10013047121
At a time of historic challenges to the viability of the Eurozone, we assess the contribution of the EU and the Euro to … between member countries whether or not members have also adopted the Euro. The Euro adoption as well as the anticipation of … the Euro adoption has minimal effects on market integration …
Persistent link: https://www.econbiz.de/10012462074
Persistent link: https://www.econbiz.de/10011698126
VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market", which was published in Multinational Finance Journal …
Persistent link: https://www.econbiz.de/10014102926
The shift of perspective from a national basis to a Euro area basis, inevitably induced by EMU, has led member … countries to a parallel shift from equity home bias to equity Euro bias. We interpret this evidence by means of a standard mean …
Persistent link: https://www.econbiz.de/10013159821
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