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Are Capital Markets Integrated? A Test of Information Transmission within the European Union

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Author Info
Horobet, Alexandra () (Academy of Economic Studies Bucharest, Faculty of International Business and Economics)
Lupu, Radu () (Academy of Economic Studies Bucharest, Faculty of International Business and Economics)

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Abstract

Central and Eastern European (CEE) stock markets have gradually attracted international investors’ attention after 1990, and their integration into the European capital market will lead to increased maturity of these markets, accompanied by higher attractiveness to international investors. The paper analyses the stock markets of five emerging countries from the CEE region – the Czech Republic, Hungary, Poland, Romania and the Russian Federation – as against four major European Union markets – Austria, France, Germany and the United Kingdom – over the 2003-2007 period and aims at identifying the speed and significance of information transmission among them, as embedded in stock market returns. By employing co-integration and Granger causality tests with different data frequencies, we investigate the long- and short-run relationships among these markets and interpret the findings in the context of international capital market integration.

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Publisher Info
Article provided by Institute for Economic Forecasting in its journal Romanian Journal for Economic Forecasting.

Volume (Year): 6 (2009)
Issue (Month): 2 (June)
Pages: 64-80
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Handle: RePEc:rjr:romjef:v:6:y:2009:i:2:p:64-80

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Related research
Keywords: European Union; capital market; emerging markets; co-integration; Granger causality;

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Find related papers by JEL classification:
F15 - International Economics - - Trade - - - Economic Integration
F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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  2. Reszat, Beate, 2003. "How Has the European Monetary Integration Process Contributed to Regional Financial Market Integration?," Discussion Paper Series 26179, Hamburg Institute of International Economics. [Downloadable!]
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  7. Chen, Gong-meng & Firth, Michael & Meng Rui, Oliver, 2002. "Stock market linkages: Evidence from Latin America," Journal of Banking & Finance, Elsevier, vol. 26(6), pages 1113-1141, June. [Downloadable!] (restricted)
  8. Marcel Fratzscher, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank. [Downloadable!]
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  9. Foresti, Pasquale, 2006. "Testing for Granger causality between stock prices and economic growth," MPRA Paper 2962, University Library of Munich, Germany, revised 2007. [Downloadable!]
  10. Edison, Hali J. & Levine, Ross & Ricci, Luca & Slok, Torsten, 2002. "International financial integration and economic growth," Journal of International Money and Finance, Elsevier, vol. 21(6), pages 749-776, November. [Downloadable!] (restricted)
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  11. Lane, Philip R. & Milesi-Ferretti, Gian Maria, 2003. "International Financial Integration," CEPR Discussion Papers 3769, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  12. Harvey, Campbell R, 1995. "Predictable Risk and Returns in Emerging Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 8(3), pages 773-816. [Downloadable!] (restricted)
    Other versions:
  13. Philip Arestis, Santonu Basu, 2003. "Financial Globalization and Regulation," Economics Working Paper Archive 397, Levy Economics Institute, The. [Downloadable!]
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  14. MacDonald, Ronald & Kearney, Colm, 1987. "On the specification of granger-causality tests using the cointegration methodology," Economics Letters, Elsevier, vol. 25(2), pages 149-153. [Downloadable!] (restricted)
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