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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
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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
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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
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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
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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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
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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
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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
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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
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 50-61
Persistent link: https://www.econbiz.de/10012430865