Determinants of European Stock Market Integration
We analyse the determinants of stock market integration among EU member states for the period 1999–2007. First, we apply bivariate DCC-MGARCH models to extract dynamic conditional correlations between European stock markets, which are then explained by interest rate spreads, exchange rate risk, mark...
Gardado en:
Publicado en: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2009) |
---|---|
Autoren: | , |
Formato: | Arbeit |
Idioma: | inglés |
Publicado: |
Philipps-Universität Marburg
2009
|
Schlagworte: | |
Acceso en liña: | Texto completo PDF |
Tags: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|
No citations were found for this record.