✦ LIBER ✦

Bond market and stock market integration in Europe: a smooth transition approach

✍ Scribed by Berben, Robert-Paul; Jos Jansen, W.

Book ID: 120410998
Publisher: Taylor and Francis Group
Year: 2009
Tongue: English
Weight: 198 KB
Volume: 41
Category: Article
ISSN: 0003-6846
DOI: 10.1080/00036840701367572

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling equity market integration using

Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets

✍ Patricia L. Chelley-Steeley 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 158 KB

Financial market integration, stock mark

Financial market integration, stock markets and exchange rate dynamics in Eastern Europe

✍ Islami, Mevlud; Welfens, Paul J. J. 📂 Article 📅 2013 🏛 Springer-Verlag 🌐 English ⚖ 423 KB

STOCK MARKET INTEGRATION FOR THE TRANSIT

STOCK MARKET INTEGRATION FOR THE TRANSITION ECONOMIES: TIME-VARYING CONDITIONAL CORRELATION APPROACH

✍ PING WANG; TOMOE MOORE 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

Time-varying market integration and stoc

Time-varying market integration and stock and bond return concordance in emerging markets

✍ Valentyn Panchenko; Eliza Wu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 192 KB

Equity market integration in the Asia-Pa

Equity market integration in the Asia-Pacific region: A smooth transition analysis

✍ Patricia Chelley-Steeley 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 128 KB

Financial market integration in Europe:

Financial market integration in Europe: on the effects of EMU on stock markets

✍ Marcel Fratzscher 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 640 KB

## Abstract This paper analyses the integration process of European equity markets since the 1980s. Its central focus is on the role that EMU, and specifically, changes in exchange rate volatility, has played in this process of financial integration. Building on an uncovered interest rate parity co