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...
Guardat en:
Publicat a: | MAGKS - Joint Discussion Paper Series in Economics (Band 32-2009) |
---|---|
Autors principals: | , |
Format: | Arbeit |
Idioma: | anglès |
Publicat: |
Philipps-Universität Marburg
2009
|
Matèries: | |
Accés en línia: | PDF a text complet |
Etiquetes: |
Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|
Sigues el primer a deixar un comentari!