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Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - In: Empirica : journal of european economics 42 (2015) 3, pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
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Evaluating Financial Integration in Euro Area Stock Markets with Return and Performance Dispersion Indices
da Fonseca, José S. - 2020
euro area to assess progress in their integration since the launch of the single currency. This approach is based on …
Persistent link: https://www.econbiz.de/10014352092
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The euro equity markets
2001
Persistent link: https://www.econbiz.de/10001645068
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Another look at momentum crashes : momentum in the European Monetary Union
Grobys, Klaus - In: Applied economics 48 (2016) 19/21, pp. 1759-1766
Persistent link: https://www.econbiz.de/10011589714
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Classifying returns as extreme : european stock and bond markets
Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4
Persistent link: https://www.econbiz.de/10010520407
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From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
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Return and volatility spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd - 2002
innovations to 10 economic sectors within the euro area, the United States, and the United Kingdom. We use daily data from January …
Persistent link: https://www.econbiz.de/10009767119
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Return and volatility spillovers to industry returns : does EMU play a role?
Kaltenhäuser, Bernd - 2002
Persistent link: https://www.econbiz.de/10001718829
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Money, finance, and economic development
Li, Xiaowei - 2003
Persistent link: https://www.econbiz.de/10003623750
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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this dissertation, I analyze determinants of conditional correlations. Specifically, I propose the generalized DCCX model that facilitates the analysis of the effects of exogenous...
Persistent link: https://www.econbiz.de/10009698136