economic integration. -- Cointegration ; European integration ; financial markets ; restricted autoregressive model …

particular? Based on a cointegration analysis applied to stock market movements, I detect for the period after the EU enlargement …

We employ parametric and non-parametric cointegration to investigate the extent of integration between African stock … cointegration approaches confirm the latter through recursive estimation. The implication is that global market movements may have … international investors. -- Correlation ; Long-run correlation ; Cointegration ; Non-parametric cointegration; African Stock Markets …