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Common stochastic trends in European stock markets

Corhay, Albert - In: Economics letters 42 (1993) 4, pp. 385-390

Persistent link: https://www.econbiz.de/10001149723

Some joint tests of the efficiency of European equity markets

Wahab, Mamoud S. - In: Journal of multinational financial management 2 (1993) 3, pp. 127-166

Persistent link: https://www.econbiz.de/10001150040

Integrated-GARCH and non-stationary variances : evidence from European stock markets during the 1920s and 1930s

Choudhry, Taufiq - In: Economics letters 48 (1995) 1, pp. 55-59

Persistent link: https://www.econbiz.de/10001185467

Linkages among European and world stock markets

Gjerde, Øystein - In: The European journal of finance 1 (1995) 2, pp. 165-179

Persistent link: https://www.econbiz.de/10001193839

Détermination empirique des facteurs influençant les titres du secteur bancaire européen : une approche basée sur l'APT international

Seiler, Robert - In: Finance : revue de l'Association Française de Finance 17 (1996) 1, pp. 79-112

Persistent link: https://www.econbiz.de/10001219513

Information, trading and stock returns : lessons from dually-listed securities

Chan, K. C. - 1994

Persistent link: https://www.econbiz.de/10000888701

Dependencies between European stock markets when price changes are unusually large

Schich, Sebastian T. - 2002

The present paper studies dependencies between European stock markets when returns are unusually large, using daily data on stock market indices for Germany, the United Kingdom, France, the Netherlands and Italy from 1973 to 2001. Dependency is measured by the conditional probability of an...