Increasing convergence among European stock markets?: A recursive common stochastic trends analysis

Economics Letters

Volumn 71, Issue 3, 2001, Pages 383-389

  Rangvid, Jesper ^a  

^a Department of International Economics and Management   (Denmark)

Author keywords

Common trends; F41; G15; Recursive estimations; Stock market integration

Indexed keywords

EID: 0042367653     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00361-5     Document Type: Article

References (12)

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