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Increasing convergence among European stock markets? · Study

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ArticleIncreasing convergence among European stock markets?

Jesper Rangvid2001

Article2001

Increasing convergence among European stock markets?

141 citations·0/0 files stored·Economics Letters

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1995Time‐Varying World Market Integration 1992Common stochastic trends in international stock markets 1998The Global Capital Market: Benefactor or Menace?1999Some tests for parameter constancy in cointegrated VAR‐models 1995Time-Varying World Market Integration 19956. International Capital Mobility in the 1990s

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2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5 2010Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade 2002Assessing European stock markets (co)integration 2017The financial economics of white precious metals — A survey 2006Productivity Growth and Convergence in the European Union 2005Dynamics of bond market integration between established and accession European Union countries

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Year2001

Typearticle

Published2001-06-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations141

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/s0165-1765(01)00361-5

openalex_workW1512787610

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2003Stock returns and real activity in the G-7 countries: did the relationship change during the 1980s?

2009Economic integration and the comovement of stock returns