Stock market integration between new EU member states and the Euro-zone

Empirical Economics

Volumn 39, Issue 2, 2010, Pages 337-351

  Savva, Christos S ^a   Aslanidis, Nektarios ^b  

^a CYPRUS UNIVERSITY OF TECHNOLOGY   (Cyprus)

^b UNIVERSITAT ROVIRA I VIRGILI   (Spain)

Author keywords

Multivariate GARCH; New EU members; Smooth transition conditional correlation; Stock return comovement

Indexed keywords

CORRELATION; ECONOMETRICS; ECONOMIC INTEGRATION; EUROPEAN UNION; MULTIVARIATE ANALYSIS; NUMERICAL MODEL; STOCK MARKET; VECTOR AUTOREGRESSION;

CZECH REPUBLIC; POLAND; SLOVENIA;

EID: 77956873290     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-009-0306-6     Document Type: Article

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