Exchange controls and European stock market integration

Applied Economics

Volumn 30, Issue 2, 1998, Pages 263-267

  Chelley Steeley, Patricia L ^a   Steeley, James M ^b   Pentecost, Eric J ^c  

^a CARDIFF UNIVERSITY   (United Kingdom)

^b BANK OF ENGLAND   (United Kingdom)

^c LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EXCHANGE CONTROLS; MARKET INTEGRATION; STOCK MARKET;

EUROPE;

EID: 0031801181     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368498326056     Document Type: Article

References (8)

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2. Engle, R. F. and Granger, C. W. J. (1987) Cointegration and error correction: representation, estimation and testing, Econometrica, 55, 251-76.
3. International Monetary Fund, Annual Report on Exchange Restriction Arrangements and Exchange Restrictions, (Washington DC), various issues.
4. Johansen, S. (1988) Statistical analysis of cointegration vectors, Journal of Economic Dynamics and Control, 12, 231-54.
5. Lakonishok, J. and Nauger, R. (1992) The Incredible January Effect, Dow-Jones-Irwin, Homewood, Illinois.
6. Sharpe, W. F. (1964) Capital asset prices: a theory of market equilibrium under conditions of risk, Journal of Finance, 19, 425-42.
7. Solnik, B. (1974) The international pricing of risk: an empirical investigation of the world capital market structure, Journal of Finance, 29, 365-95.
8. Taylor, M.P. and Tonks, I. (1989) The internationalisation of stock markets and the abolition of UK exchange controls, The Review of Economics and Statistics, 79, 332-36.