Stock market integration between new EU member states and the Euro-zone
Christos Savvas Savva () and
Nektarios Aslanidis ()
Empirical Economics, 2010, vol. 39, issue 2, pages 337-351
Keywords: Multivariate GARCH; Smooth transition conditional correlation; Stock return comovement; New EU members; C32; C51; F36; G15 (search for similar items in EconPapers)
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Working Paper: Stock market integration between new EU member states and the Euro-zone (2008)
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