The co-integration of European stock markets after the launch of the euro
This article studies the international integration of the national stock markets of sixteen European countries. The international financial market is represented by two indices: a European index and a World index. The methodology of co-integration, used in this article, is the proper econometrical s...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Economists' Association of Vojvodina
2008-01-01
|
| Series: | Panoeconomicus |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/1452-595X/2008/1452-595X0803309S.pdf |