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Co-movements of major European community stock markets: A vector autoregression analysis

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Author Info
Friedman, Joseph
Shachmurove, Yochanan

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File URL: http://www.sciencedirect.com/science/article/B6W4F-45NP3GV-S/2/9094f8ab6a915cb5767a727870d4ef7b
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Article provided by Elsevier in its journal Global Finance Journal.

Volume (Year): 8 (1997)
Issue (Month): 2 ()
Pages: 257-277
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Handle: RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277

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Web page: http://www.elsevier.com/locate/inca/620162

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  1. Yochanan Shachmurove, . ""Portfolio Analysis of Latin American Stock Markets''," CARESS Working Papres 97-08, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences. [Downloadable!]
    Other versions:
  2. Yochanan Shachmurove, 2001. "Dynamic Co-movements of Stock Indices: The Emerging Middle Eastern and the United States Markets," Penn CARESS Working Papers ddffc4204cf90a8523fb64134, Penn Economics Department. [Downloadable!]
  3. Siv Heng Taing & Andrew C. Worthington, 2002. "Comovements among European equity sectors: Selected evidence from the consumer discretionary, consumer staples, financial, industrial and materials sectors," School of Economics and Finance Discussion Papers and Working Papers Series 116, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
  4. Joseph Friedman & Yochanan Shachmurove, 2005. "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive 05-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
  5. Siv Taing & Andrew Worthington, 2005. "Return relationships among European equity sectors: A comparative analysis across selected sectors in small and large economies," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 371-388, November. [Downloadable!]
  6. Tomer Shachmurove & Yochanan Shachmurove, 2007. "In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region," PIER Working Paper Archive 07-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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