European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?
AbstractDuring the 1980s country effects have been larger than industry effects in the equity markets of Western Europe. This has continued to be the case for the EMU countries in the 1993-1998 period, despite the convergence of interest rates and the harmonization of fiscal and monet
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Yale School of Management in its series Yale School of Management Working Papers with number ysm103.
Date of creation: 01 Oct 1998
Date of revision: 01 Aug 2000
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Beckers, Stan & Grinold, Richard & Rudd, Andrew & Stefek, Dan, 1992. "The relative importance of common factors across the European equity markets," Journal of Banking & Finance, Elsevier, vol. 16(1), pages 75-95, February.
- Dušan Isakov & Frédéric Sonney, 2003.
"Are practitioners right? On the relative importance of industrial factors in international stock returns,"
FAME Research Paper Series
rp72, International Center for Financial Asset Management and Engineering.
- Dusan Isakov & Frédéric Sonney, 2004. "Are Practitioners Right? On the Relative Importance of Industrial Factors in International Stock Returns," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(III), pages 355-379, September.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002.
"Do Countries or Industries Explain Momentum in Europe?,"
ERIM Report Series Research in Management
ERS-2002-91-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
- Nijman, Theo & Swinkels, Laurens & Verbeek, Marno, 2004. "Do countries or industries explain momentum in Europe?," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 461-481, September.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-140720, Tilburg University.
- Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2002. "Do Countries or Industries Explain Momentum in Europe?," Discussion Paper 2002-9, Tilburg University, Center for Economic Research.
- Bris, Arturo & Koskinen, Yrjö & Nilsson, Mattias, 2003.
"The Euro and Corporate Valuations,"
Working Paper Series in Economics and Finance
525, Stockholm School of Economics, revised 06 Dec 2003.
- Julia Koralun-Bereźnicka, 2011. "Country and industry factors as determinants of corporate financial liquidity in the European Union countries," Bank i Kredyt, National Bank of Poland, Economic Institute, vol. 42(1), pages 19-48.
- Catão, Luis A. V. & Timmermann, Allan G, 2004.
"Country and Industry Dynamics in Stock Returns,"
CEPR Discussion Papers
4368, C.E.P.R. Discussion Papers.
- Robin Brooks & Marco Del Negro, 2002. "International diversification strategies," Working Paper 2002-23, Federal Reserve Bank of Atlanta.
- Kaltenhaeuser, Bernd, 2003. "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series 0286, European Central Bank.
- Portes, Richard, 1999. "Global Financial Markets and Financial Stability: Europe's Role," CEPR Discussion Papers 2298, C.E.P.R. Discussion Papers.
- Onay, Ceylan, 2006. "A Co-integration Analysis Approach to European Union Integration: The Case of Acceding and Candidate Countries," European Integration online Papers (EIoP), European Community Studies Association Austria (ECSA-A), vol. 10, 09.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.