Assessing European stock markets (co)integration

DOI10.1016/S0165-1765(02)00245-8zbMath1029.91512MaRDI QIDQ1853655

Antonio Garcia Pascual

Publication date: 22 January 2003

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

CointegrationStock market integration

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Detecting capital market convergence clubs

Cites Work

• Increasing convergence among European stock markets?: A recursive common stochastic trends analysis
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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