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The evolution of financial integration on selected European stock markets : a dynamic principal component approach
Majewska, Elżbieta; Olbryś, Joanna - In: Comparative economic research : Central and Eastern Europe 20 (2017) 4, pp. 45-63
The goal of this paper is to recognize the dynamics of financial integration across the European stock markets over the last two decades. We investigate two groups of markets: (1) three developed European markets in the U.K., France, and Germany; and (2) three emerging Central and Eastern...
Persistent link: https://www.econbiz.de/10011877162
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British interest rate convergence between the US and Europe : a recursive cointegration analysis
Weber, Enzo (contributor) - 2006
Currency Union. -- Nominal Convergence ; Cointegration ; UIP ; Term Structure ; Euro Area …This paper addresses the question of the British state of convergence towards the Euro area, compared to the USA … calculations carried out in a cointegration framework. As the ecidence for the single parities remains unconvincing, UIP and EHT …
Persistent link: https://www.econbiz.de/10003324208
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The real effects of financial (dis)integration : a multi-country equilibrium analysis of Europe
Chakraborty, Indraneel; Hai, Rong; Holter, Hans A.; … - In: Journal of monetary economics 85 (2017), pp. 28-45
Persistent link: https://www.econbiz.de/10011745573
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Global natural gas market integration in the face of shocks : evidence from the dynamics of European, Asian, and US gas futures prices
Farag, Markos; Jeddi, Samir; Kopp, Jan Hendrik - 2023
This paper analyzes the integration of the American, European, and Asian natural gas markets over the period 2016-2022, with a focus on how the demand shock caused by the COVID-19 pandemic and the supply shock caused by geopolitical tensions in the European market affected this integration. We...
Persistent link: https://www.econbiz.de/10014327618
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Financial integration and economic growth in Europe
Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2023
This study examines the impact of financial integration on economic growth in the case of 31 European countries over the period from 2000 to 2021 using dynamic panel data models. The estimation results provide evidence of significant positive effects of financial integration on economic growth....
Persistent link: https://www.econbiz.de/10014314278
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Economic and Financial Integration in Europe
Bekaert, Geert - 2017
Union as well as the Eurozone on economic and financial integration. In integrated markets, discount rates and expected … Euro is not associated with increased integration. Our main finding that EU membership increases integration, while Euro …/papers.cfm?abstract_id=1573308' The European Union, the Euro, and Equity Market Integration and 'https://papers.ssrn.com/sol3 …
Persistent link: https://www.econbiz.de/10012958650
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Capturing the Financial Cycle in Europe
Stremmel, Hanno - 2015
In this study, we approximate the financial cycle in Europe by combining potential common and relevant financial indicators. We consider different credit aggregates and asset prices but also incorporate banking sector indicators for 11 European countries. We develop seven different synthetic...
Persistent link: https://www.econbiz.de/10013020632
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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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Spillovers between European markets
Choczyńska, Agnieszka - In: Managerial economics 23 (2022) 2, pp. 111-129
Persistent link: https://www.econbiz.de/10014249289
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European capital market convergence : a disaggregated perspective
Fraser, Patricia; Helliar, Christine; Power, David M. - 1992
Persistent link: https://www.econbiz.de/10000139394