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The Importance of Industry and Country Effects in the EMU Equity Markets

✍ Scribed by Miguel Almeida Ferreira; Miguel Ângelo Ferreira

Book ID
108589660
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
335 KB
Volume
12
Category
Article
ISSN
1354-7798

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## 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