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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

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

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

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

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

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

Evaluating Financial Integration in Euro Area Stock Markets with Return and Performance Dispersion Indices

da Fonseca, José S. - 2020

This paper presents indices of return and performance dispersion between ten developed domestic stock markets of the euro area to assess progress in their integration since the launch of the single currency. This approach is based on previous literature according to which domestic financial...

Persistent link: https://www.econbiz.de/10014352092

The Decline of EMU Core Countries' Portfolio Equity Investments in the Euro Area : The Role of Stock Return Correlations

Giofré, Maela - 2021

While the enlargement of the Euro area to new countries has reduced the average return correlation among member countries, the financial crisis and the sovereign debt crisis have led to an increase in stock return correlation among old members. We find that EMU core countries portfolio...

Persistent link: https://www.econbiz.de/10013235331

Links between the Eurozone stock markets : a new perspective, considering the capitalization level

Gabriel, Vítor; Saraiva, Helena - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 194-209

Recent legalizations of cannabis at the state level in the United States have given rise to renewed interest in the price elasticity of demand for cannabis and implications for likely state excise and sales tax revenues. We use crowdsourced data on prices, qualities, and consumption of cannabis...

Persistent link: https://www.econbiz.de/10011694292

Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Bayoumi, Tamim - 2013

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly...

Persistent link: https://www.econbiz.de/10013084151

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