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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10003898817
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Testing for Convergence in Stock Markets : A Non-Linear Factor Approach
Caporale, Guglielmo Maria - 2009
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10013155201
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Testing for Convergence in Stock Markets : A Non-Linear Factor Approach
Caporale, Guglielmo Maria - 2013
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10013095490
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
Persistent link: https://www.econbiz.de/10003880587
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2010
Persistent link: https://www.econbiz.de/10008908037
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Testing for convergence in stock markets: a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10010274513
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Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, … - 2009
including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as …
Persistent link: https://www.econbiz.de/10010274514
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
' stock markets with the eurozone only. Hence, this paper aims to investigate, compare and interpret integration among stock … and the eurozone equity market within 2004-2018. The added value of this article consists especially in using a wider … stock markets with the US stock market and eurozone significantly increased during global financial crisis. Moreover, stock …
Persistent link: https://www.econbiz.de/10012939609
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Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
Ardliansyah, Rifqi - 2014
The paper empirically analyzes stock market integration and the benefit possibilities of international portfolio diversification across the Southeast Asia (ASEAN) and U.S. equity markets. It employs daily sample of 6 ASEAN equity market indices and S&P 500 index as a proxy of U.S. market index...
Persistent link: https://www.econbiz.de/10013065264
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...
Persistent link: https://www.econbiz.de/10003942221