Cointegration between the European Union and the selected global markets following Sovereign Debt Crisis

The purpose of this paper is to provide an analytical analysis of cointegration between Europe and the other significant trading partners, namely US, China, Japan and Australia, for the period from January 1, 2010 to December 30, 2016. This captures the impact of the sovereign European debt crisis a...

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Bibliographic Details
Main Authors: Anna Golab, Ferry Jie, Robert Powell, Anna Zamojska
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2018-01-01
Series:Investment Management & Financial Innovations
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/9925/IMFI_2018__01_Golab.pdf