Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?

Tomoe Moore

Applied Financial Economics, 2007, vol. 17, issue 17, 1431-1446

Abstract: This article investigates the impact of the entry to the European Union (EU) on the dynamic links between the stock market indices of Czech Republic, Hungary, Poland and Slovakia vs. those of the euro-zone by utilizing the international version of the feedback-trading model. Prior to entry, there was evidence of feedback trading with the euro-zone, however, this disappeared in the post-entry period with the exception of Slovakia. Evidence appears to demonstrate the emergence of financial integration of these transition economies within the EU.

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/09603100600993794 (text/html)
Access to full text is restricted to subscribers.

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:taf:apfiec:v:17:y:2007:i:17:p:1431-1446

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAFE20

DOI: 10.1080/09603100600993794

Access Statistics for this article

Applied Financial Economics is currently edited by Anita Phillips

More articles in Applied Financial Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().