Integration of the European Stock Market

Nikolay Atanasov

Economic Thought journal, 2008, issue 3, 71-89

Abstract: An attempt is made to evaluate quantitatively the stage of integration of the West European stock market and this of the last accessed the EU countries – Bulgaria and Romania. Staring point of the study is the formation of dynamic rows of chosen main market indexes of the most liquid stocks of first class emitents on these markets. Next examined are the trend models of the obtained dynamic rows. On the basis of the conducted analysis of the short-term and long-term dependence between the indexes a quantitative evaluation is made for the stage of connection of the old and new stock markets in the beginning of this century.

JEL-codes: F15 G15 (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.ceeol.com/aspx/issuedetails.aspx?issuei ... 60-a41f-4bc390f788f5
Fee access

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bas:econth:y:2008:i:3:p:71-89

Access Statistics for this article

More articles in Economic Thought journal from Bulgarian Academy of Sciences - Economic Research Institute Contact information at EDIRC.
Bibliographic data for series maintained by Diana Dimitrova ().