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The Impact of the Euro on Financial Markets · Study

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PreprintThe Impact of the Euro on Financial Markets

Lorenzo Cappiello2006

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Preprintgreen2006

The Impact of the Euro on Financial Markets

Lorenzo Cappiello · Arjan Kadareja · Simone Manganelli

46 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1986Generalized autoregressive conditional heteroskedasticity 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 1995Multivariate Simultaneous Generalized ARCH 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1996A YIELD‐FACTOR MODEL OF INTEREST RATES

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2007Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas 2005Financial Integration, GDP Correlation and the Endogeneity of Optimum Currency Areas 2010Endogenous OCA Analysis and the Early Euro Experience 2007The Euro and Cross-Border Banking: Evidence from Bilateral Data 2006What Effects is Emu Having on the Euro Area and its Member Countries? An Overview

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Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations46

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.887087

openalex_workW2136187549

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