Stock market integration between new EU member states and the Euro-zone

Christos Savva () and Nektarios Aslanidis ()

Empirical Economics, 2010, vol. 39, issue 2, 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)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (42)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00181-009-0306-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Stock market integration between new EU member states and the Euro-zone (2008)
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:spr:empeco:v:39:y:2010:i:2:p:337-351

Ordering information: This journal article can be ordered from
http://www.springer. ... rics/journal/181/PS2

DOI: 10.1007/s00181-009-0306-6

Access Statistics for this article

Empirical Economics is currently edited by Robert M. Kunst, Arthur H.O. van Soest, Bertrand Candelon, Subal C. Kumbhakar and Joakim Westerlund

More articles in Empirical Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().