Konvergenz der europäischen Aktienmärkte: Eine Analyse der Entwicklungen und Herausforderungen für Investoren
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009.
"Testing for Convergence in Stock Markets: A Non-linear Factor Approach,"
Discussion Papers of DIW Berlin
932, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009. "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series 2845, CESifo.
- Marcel Fratzscher & Livio Stracca, 2009.
"The political economy under monetary union: has the euro made a difference? [‘Income distribution, political instability, and investment’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 24(58), pages 307-348.
- Fratzscher, Marcel & Stracca, Livio, 2008. "The political economy under monetary union: has the euro made a difference?," Working Paper Series 956, European Central Bank.
- Suk-Joong Kim & Fari Moshirian & Eliza Wu, 2018.
"Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis,"
World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 10, pages 305-368,
World Scientific Publishing Co. Pte. Ltd..
- Kim, Suk Joong & Moshirian, Fariborz & Wu, Eliza, 2005. "Dynamic stock market integration driven by the European Monetary Union: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2475-2502, October.
- Mr. Marco Del Negro & Mr. Robin Brooks, 2002.
"International Stock Returns and Market Integration: A Regional Perspective,"
IMF Working Papers
2002/202, International Monetary Fund.
- Robin Brooks & Marco Del Negro, 2003. "International stock returns and market integration: A regional perspective," FRB Atlanta Working Paper 2002-20, Federal Reserve Bank of Atlanta.
- Bodart, Vincent & Reding, Paul, 1999.
"Exchange rate regime, volatility and international correlations on bond and stock markets,"
Journal of International Money and Finance, Elsevier, vol. 18(1), pages 133-151, January.
- Bodart, V. & Reding, P., 1998. "Exchange Rate Regime, Volatility and International Correlations on Bond and Stock Markets," Papers 204, Notre-Dame de la Paix, Sciences Economiques et Sociales.
- Francis Breedon & Thórarinn Pétursson & Andrew Rose, 2012.
"Exchange Rate Policy in Small Rich Economies,"
Open Economies Review, Springer, vol. 23(3), pages 421-445, July.
- Francis Breedon, & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Working Papers 684, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Economics wp53, Department of Economics, Central bank of Iceland.
- Fratzscher, Marcel, 2002.
"Financial Market Integration in Europe: On the Effects of EMU on Stock Markets,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 165-193, July.
- Fratzscher, M., 2001. "Financial Market Integration in Europe: On the Effects of EMU on Stock Markets," Papers 48, Quebec a Montreal - Recherche en gestion.
- Fratzscher, Marcel, 2001. "Financial market integration in Europe: on the effects of EMU on stock markets," Working Paper Series 48, European Central Bank.
- Binswanger, Mathias, 2004. "How important are fundamentals?--Evidence from a structural VAR model for the stock markets in the US, Japan and Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 185-201, April.
- Rose, Andrew K & Engel, Charles, 2002.
"Currency Unions and International Integration,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(4), pages 1067-1089, November.
- Andrew K. Rose & Charles Engel, 2000. "Currency Unions and International Integration," NBER Working Papers 7872, National Bureau of Economic Research, Inc.
- Rose, Andrew & Engel, Charles, 2001. "Currency Unions and International Integration," CEPR Discussion Papers 2659, C.E.P.R. Discussion Papers.
- W. Charles Sawyer & Richard Sprinkle, 2012. "The Role of Intra-industry Trade in the World Economy," Working Papers 201203, Texas Christian University, Department of Economics.
- Tarun K. Mukherjee & Atsuyuki Naka, 1995. "Dynamic Relations Between Macroeconomic Variables And The Japanese Stock Market: An Application Of A Vector Error Correction Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 223-237, June.
- Ian Babetskii & Luboš Komárek & Zlatuše Komárková, 2007.
"Financial Integration of Stock Markets among New EU Member States and the Euro Area,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(7-8), pages 341-362, September.
- Ian Babetskii & Lubos Komarek & Zlatuse Komarkova, 2007. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Working Papers 2007/7, Czech National Bank.
- Babecký, Jan & Komárek, Luboš & Komárková, Zlatuše, 2008. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," The Warwick Economics Research Paper Series (TWERPS) 849, University of Warwick, Department of Economics.
- Babecky, Jan & Komarek, Lubos & Komarkova, Zlatuse, 2008. "Financial Integration of Stock Markets among New EU Member States and the Euro Area," Economic Research Papers 269847, University of Warwick - Department of Economics.
- Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004. "Econometric Methods with Applications in Business and Economics," OUP Catalogue, Oxford University Press, number 9780199268016.
- Quah, D., 1990.
"Galton'S Fallacy And The Tests Of The Convergence Hypothesis,"
Working papers
552, Massachusetts Institute of Technology (MIT), Department of Economics.
- Quah, Danny, 1993. "Galton's Fallacy and Tests of the Convergence Hypothesis," CEPR Discussion Papers 820, C.E.P.R. Discussion Papers.
- Danny Quah, 1993. "Galton's Fallacy and Tests of the Convergence Hypothesis (Now published in Scandinavian Journal of Economics 95 (4), 1993, pp.427-443.)," STICERD - Econometrics Paper Series 265, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Burcu Erdogan, 2009. "How Does European Integration Affect the European Stock Markets?," Working Paper / FINESS 1.1a, DIW Berlin, German Institute for Economic Research.
- Francis Breedon & Thórarinn Pétursson & Andrew Rose, 2012.
"Exchange Rate Policy in Small Rich Economies,"
Open Economies Review, Springer, vol. 23(3), pages 421-445, July.
- Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Economics wp53, Department of Economics, Central bank of Iceland.
- Francis Breedon & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Working Papers 684, Queen Mary University of London, School of Economics and Finance.
- Francis Breedon, & Thórarinn G. Pétursson & Andrew K. Rose, 2011. "Exchange Rate Policy in Small Rich Economies," Working Papers 684, Queen Mary University of London, School of Economics and Finance.
- Mukherjee, Tarun K & Naka, Atsuyuki, 1995. "Dynamic Relations between Macroeconomic Variables and the Japanese Stock Market: An Application of a Vector Error Correction Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(2), pages 223-237, Summer.
- Erdogan, Burcu, 2009. "How does European Integration affect the European Stock Markets?," University of Göttingen Working Papers in Economics 80, University of Goettingen, Department of Economics.
- Kim, Ki-ho, 2003. "Dollar exchange rate and stock price: evidence from multivariate cointegration and error correction model," Review of Financial Economics, Elsevier, vol. 12(3), pages 301-313.
- Burcu Erdogan, 2009. "How Does European Integration Affect the European Stock Markets?," Discussion Papers of DIW Berlin 885, DIW Berlin, German Institute for Economic Research.
- Quah, Danny, 1993.
" Galton's Fallacy and Tests of the Convergence Hypothesis,"
Scandinavian Journal of Economics,
Wiley Blackwell, vol. 95(4), pages 427-443, December.
- Quah, D., 1990. "Galton'S Fallacy And The Tests Of The Convergence Hypothesis," Working papers 552, Massachusetts Institute of Technology (MIT), Department of Economics.
- Quah, Danny, 1993. "Galton's Fallacy and Tests of the Convergence Hypothesis," CEPR Discussion Papers 820, C.E.P.R. Discussion Papers.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Babecký, Jan & Komárek, Lubos & Komárková, Zlatuse, 2012. "Integration of Chinese and Russian stock markets with world markets : National and sectoral Perspectives," BOFIT Discussion Papers 4/2012, Bank of Finland, Institute for Economies in Transition.
- repec:zbw:bofitp:2012_004 is not listed on IDEAS
- Anita Radman Peša & Elżbieta Wrońska-Bukalska & Jurica Bosna, 2017. "ARDL panel estimation of stock market indices and macroeconomic environment of CEE and SEE countries in the last decade of transition," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(3), pages 205-221, December.
- Babecký, Jan & Komárek, Lubos & Komárková, Zlatuse, 2012. "Integration of Chinese and Russian stock markets with world markets: National and sectoral Perspectives," BOFIT Discussion Papers 4/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
- Hosseini, Seyed Mehdi & Ahmad, Zamri & Lai, Yew Wah, 2011. "The Role of Macroeconomic Variables on Stock Market Index in China and India," MPRA Paper 112215, University Library of Munich, Germany.
- Ekaterina Dorodnykh, 2012. "What Is the Degree of Convergence among Developed Equity Markets?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(2), pages 2-16, April.
- Jesús Clemente & Rafael González-Val & Irene Olloqui, 2011.
"Zipf’s and Gibrat’s laws for migrations,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(1), pages 235-248, August.
- Clemente, Jesús & González-Val, Rafael & Olloqui, Irene, 2008. "Zipf’s and Gibrat’s laws for migrations," MPRA Paper 9731, University Library of Munich, Germany.
- Suk-Joong Kim & Fari Moshirian & Eliza Wu, 2018.
"Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union,"
World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 12, pages 391-428,
World Scientific Publishing Co. Pte. Ltd..
- Kim, Suk-Joong & Moshirian, Fariborz & Wu, Eliza, 2006. "Evolution of international stock and bond market integration: Influence of the European Monetary Union," Journal of Banking & Finance, Elsevier, vol. 30(5), pages 1507-1534, May.
- Fanny Janssen & Anthe van den Hende & Joop de Beer & Leo van Wissen, 2016. "Sigma and beta convergence in regional mortality: A case study of the Netherlands," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 35(4), pages 81-116.
- Branko Milanovic, 2003.
"Income Convergence During The Disintegration Of The World Economy 1919-39,"
Economic History
0303002, University Library of Munich, Germany.
- Milanovic, Branko, 2003. "Income convergence during the disintegration of the world economy, 1919-39," Policy Research Working Paper Series 2941, The World Bank.
- David I. Stern, 2017.
"The environmental Kuznets curve after 25 years,"
Journal of Bioeconomics, Springer, vol. 19(1), pages 7-28, April.
- David I. Stern, 2015. "The environmental Kuznets curve after 25 years," CCEP Working Papers 1514, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Stern, David I., 2015. "The environmental Kuznets curve after 25 years," Working Papers 249519, Australian National University, Centre for Climate Economics & Policy.
- Peter Wostner, 2003.
"Regional Disparities in Transition Economies: the case of Slovenia,"
SCIENZE REGIONALI, FrancoAngeli Editore, vol. 2003(1).
- Wostner, Peter, 2002. "Regional disparities in transition economies - the case of Slovenia," ERSA conference papers ersa02p154, European Regional Science Association.
- Oleg Badunenko & Diego Romero-�vila, 2014. "Productivity Growth across Spanish Regions and Industries: A Production-Frontier Approach," Regional Studies, Taylor & Francis Journals, vol. 48(7), pages 1242-1262, July.
- Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Guglielmo D’Amico & Giuseppe Di Biase & Raimondo Manca, 2011. "Immigration Effects On Economic Systems Through Dynamic Inequality Indices," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 5(5), pages 11-25.
- Tsun Se Cheong & Yanrui Wu & Jianxin Wu, 2016. "Evolution of carbon dioxide emissions in Chinese cities: trends and transitional dynamics," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 21(3), pages 357-377, July.
- G. E. Boyle & T. G. McCARTHY, 1999.
"Simple measures of convergence in per capita GDP: a note on some further international evidence,"
Applied Economics Letters, Taylor & Francis Journals, vol. 6(6), pages 343-347.
- Gerry Boyle; & Tom McCarthy, 1997. "Simple Measures of Convergence in Per Capita GDP: A Note on Some Further International Evidence," Economics Department Working Paper Series n751197, Department of Economics, National University of Ireland - Maynooth.
- Bode, Eckhardt, 2001. "Is regional innovative activity path-dependent? An empirical analysis for Germany," Kiel Working Papers 1058, Kiel Institute for the World Economy (IfW Kiel).
- Sandrine Levasseur, 2006.
"Convergence and FDI in an enlarged EU: what can we learn from the experience of cohesion countries for the CEECS?,"
Documents de Travail de l'OFCE
2006-12, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sandrine Levasseur, 2006. "Convergence and FDI in an enlarged EU : what can we learn from the experience of cohesion countries for the CEECS ?," SciencePo Working papers Main hal-00972693, HAL.
- Sandrine Levasseur, 2006. "Convergence and FDI in an enlarged EU : what can we learn from the experience of cohesion countries for the CEECS ?," Working Papers hal-00972693, HAL.
- Sandrine Levasseur, 2006. "Convergence and FDI in an enlarged EU : what can we learn from the experience of cohesion countries for the CEECS ?," Sciences Po publications 2006-12, Sciences Po.
- Mill�n D�az-Foncea & Carmen Marcuello, 2014. "The Relation between Total Employment and Cooperative Employment: A Convergence and Causality Analysis," Spatial Economic Analysis, Taylor & Francis Journals, vol. 9(1), pages 71-92, March.
- Francesco Lamperti & Clara Elisabetta Mattei, 2016. "Going Up and Down: Rethinking the Empirics of Growth in the Developing and Newly Industrialized World," LEM Papers Series 2016/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GER-2015-04-02 (German Papers)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:zbw:wwuifg:150. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ZBW - Leibniz Information Centre for Economics (email available below). General contact details of provider: https://edirc.repec.org/data/igmuede.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.