Stock Market Como Vement In The European Union And Transition Countries
This paper investigates stock market convergence of Central and Eastern European (CEE) countries to the rest of Europe. Three approaches are used to obtain time-varying estimates of the comovement between returns on CEE and EU stock exchanges: (1) realised correlation analysis; (2) rolling unit root...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
“Victor Slăvescu” Centre for Financial and Monetary Research
2009-09-01
|
Series: | Financial Studies |
Online Access: | ftp://www.ipe.ro/RePEc/vls/vls_pdf/vol13i3p124-151.pdf |