Time varying integration of European stock markets and monetary drivers
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DOI: 10.1016/j.jempfin.2020.07.004
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More about this item
Keywords
Stock market integration; Realized correlation; EMU; Monetary performance convergence;All these keywords.
JEL classification:
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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