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Determinants of European stock market integration

Büttner, David; Hayo, Bernd - In: Economic systems 35 (2011) 4, pp. 574-585

Persistent link: https://www.econbiz.de/10009426323

Convergence in the core euro zone under the global financial crisis

Lee, Kang-soek; Mercurelli, Franceline - In: Journal of economic integration 29 (2014) 1, pp. 20-63

Persistent link: https://www.econbiz.de/10010398925

Risk transmission between old and new energy markets from a multi-scale perspective : the role of the EU emissions trading system

Jiang, Qichuan; Ma, Xuejiao - In: Applied economics 54 (2022) 26, pp. 2949-2968

Persistent link: https://www.econbiz.de/10013171173

BRRD credibility and the bank-sovereign nexus

Lamers, Martien; Present, Thomas; Vander Vennet, Rudi; … - 2021

Persistent link: https://www.econbiz.de/10012667765

Contagion effects during financial crisis : evidence from the Greek sovereign bonds market

Pragidis, I. C.; Aielli, G. P.; Chionēs, Dionysios; … - In: Journal of financial stability 18 (2015), pp. 127-138

Persistent link: https://www.econbiz.de/10011574136

Determinants of regional business cycle synchronization in Greece

Delis, Panagiotis; Degiannakis, Stavros; Filis, George; … - 2024

Persistent link: https://www.econbiz.de/10014546439

Volatility spillover and dynamic correlation between the carbon market and energy markets

Chen, Yufeng; Qu, Fang; Li, Wenqi; Chen, Minghui - In: Journal of business economics and management 20 (2019) 5, pp. 979-999

This paper studies the volatility spillover and dynamic correlation between EU emission allowance (EUA) prices and energy prices by considering three energy commodities, including oil, gas, and coal. The asymmetric BEKK model is employed for multi-phase analysis of EU ETS, yet only a little...

Persistent link: https://www.econbiz.de/10012175985

European equity market contagion : an empirical application to Ireland's sovereign debt crisis

Corbet, Shaen; Twomey, Cian - In: European financial and accounting journal : EFAJ 10 (2015) 3, pp. 15-34

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...

Persistent link: https://www.econbiz.de/10011471074

Consumer confidence or the business cycle : what matters more for European expected returns?

Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248

Persistent link: https://www.econbiz.de/10011285064

Financial imbalances and household welfare : empirical evidence from the EU

Stracca, Livio - In: Journal of financial stability 11 (2014), pp. 82-91

Persistent link: https://www.econbiz.de/10010460956