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Robust Weak-Form Efficiency Tests in Volatile European Equity Indices

Enninful, Kwesi - 2013

Robust weak form efficiency tests are conducted to examine market efficiency in two pan-European indices; the large capitalisation EuroStoxx 50 and the small capitalisation EuroStoxx Small from January 2000 to March 2012. Applying the non-parametric Belaire-Franch and Opong (2005) multiple...

Persistent link: https://www.econbiz.de/10013089775

Robust weak-form efficiency tests in volatile European equity indices

Enninful, Kwesi; Dowling, Michael Mark - In: Applied economics letters 20 (2013) 7/9, pp. 863-868

Persistent link: https://www.econbiz.de/10009763272

An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area

Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Recent econometric techniques for macroeconomic and …, (pp. 113-146). 2021

-space framework for modeling the velocity of circulation. Our specification allows for the estimation of different autoregressive …

Persistent link: https://www.econbiz.de/10012395397

Testing for random walk in euro exchange rates using the subsampling approach

Belaire-Franch, Jorge; Opong, Kwaku K. - In: Applied economics letters 17 (2010) 10/12, pp. 1145-1151

Persistent link: https://www.econbiz.de/10008699237

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Real convergence of EU Economies

Sorić, Petar - In: Ekonomický časopis : časopis pre ekonomickú … 65 (2017) 8, pp. 691-714

Persistent link: https://www.econbiz.de/10012151860

Assessing financial integration in the European Union equity markets : panel unit root and multivariate cointegration and causality evidence

Worthington, Andrew Charles; Higgs, Helen - In: Journal of economic integration 25 (2010) 3, pp. 457-479

Persistent link: https://www.econbiz.de/10008657850

Market efficiency and the basis in the European Union Emissions Trading Scheme : new evidence from non linear mean reverting unit root tests

Gregoriou, Andros; Healy, Jerome; Savvides, Nicola - In: Journal of economic studies 41 (2014) 4, pp. 315-638

Persistent link: https://www.econbiz.de/10011338463

Intra-day realized volatility for European and USA Stock indices

Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41

Persistent link: https://www.econbiz.de/10011714562

Empirical testing of purchasing power parity validity in selected European Union countries

Plošinjak, Jelko; Festić, Mejra - In: Naše gospodarstvo : NG 67 (2021) 4, pp. 13-32

In this article, the authors carried out an empirical analysis of the validity of purchasing power parity (PPP) in Slovenia, Croatia, the Czech Republic, Slovakia and Austria. The results provide mixed support for PPP, which is typical for extransition economies. In the first phase of the...

Persistent link: https://www.econbiz.de/10012887177