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 |
Files in This Item:
File | Description | Size | Format | |
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Mylonidis-2010-Dynamic European stock .pdf | 553.93 kB | Adobe PDF | View/Open Request a copy |
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