Determinants of European Stock Market Integration
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More about this item
KeywordsStock Market Integration; European Unification; DCC-MGARCH model;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F3 - International Economics - - International Finance
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-08-02 (All new papers)
- NEP-EEC-2009-08-02 (European Economics)
- NEP-FMK-2009-08-02 (Financial Markets)
- NEP-MAC-2009-08-02 (Macroeconomics)
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