Please use this identifier to cite or link to this item: https://olympias.lib.uoi.gr/jspui/handle/123456789/11222
Title: Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade
Institution and School/Department of submitter: Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημών
Keywords: euro,stock market integration,structural breaks,rolling cointegration,common stochastic trends,numerical distribution-functions,multiple structural-changes,likelihood ratio tests,unit-root,monetary-union,models,integration,hypothesis,volatility
URI: https://olympias.lib.uoi.gr/jspui/handle/123456789/11222
ISSN: 0378-4266
Link: <Go to ISI>://000280211000004
Publisher: Elsevier
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ

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