Open AccessStock market integration between new EU member states and the Euro-zone
Author(s) -
Christos S. Savva,
Nektarios Aslanidis
Publication year - 2009
Publication title -
empirical economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.605
H-Index - 56
eISSN - 1435-8921
pISSN - 0377-7332
DOI - 10.1007/s00181-009-0306-6
Subject(s) - phenomenon , czech , financial integration , stock (firearms) , stock market , market integration , economics , financial economics , transition countries , financial market , member states , international economics , econometrics , economic geography , monetary economics , european union , geography , macroeconomics , finance , physics , context (archaeology) , archaeology , philosophy , linguistics , quantum mechanics
Multivariate GARCH, Smooth transition conditional correlation, Stock return comovement, New EU members, C32, C51, F36, G15,
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