Time-varying synchronization of European stock markets

Balázs Égert and Evžen Kočenda

Empirical Economics, 2011, vol. 40, issue 2, 393-407

Keywords: Stock markets; Intraday data; Comovements; Bi-variate GARCH; European integration; C52; F36; G15; P59 (search for similar items in EconPapers)
Date: 2011
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Working Paper: Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data (2007)
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DOI: 10.1007/s00181-010-0341-3

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