GARCH modelling of banking integration in the Eurozone
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Cited by:
- Peltomäki, Jarkko & Vähämaa, Emilia, 2015. "Investor attention to the Eurozone crisis and herding effects in national bank stock indexes," Finance Research Letters, Elsevier, vol. 14(C), pages 111-116.
- Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020.
"The more the Merrier? The reaction of euro area stock markets to new members,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
- Zana Grigaliuniene & Dmitrij Celov & Christopher A. Hartwell, 2018. "The More the Merrier? The Reaction of Euro Area Stock Markets to New Members," BAFES Working Papers BAFES20, Department of Accounting, Finance & Economic, Bournemouth University.
- Roxana Badîrcea & Alina Manta & Ramona Pîrvu & Nicoleta Florea, 2016. "Banking Integration in European Context," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 18(42), pages 317-317, May.
- Acedański, Jan & Karkowska, Renata, 2022. "Instability spillovers in the banking sector: A spatial econometrics approach," The North American Journal of Economics and Finance, Elsevier, vol. 61(C).
- Mensah, Jones Odei & Premaratne, Gamini, 2018.
"Dependence patterns among Asian banking sector stocks: A copula approach,"
Research in International Business and Finance, Elsevier, vol. 45(C), pages 357-388.
- Mensah, Jones Odei & Premaratne, Gamini, 2017. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
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Keywords
European banking Market integration GARCH models EU enlargement;Statistics
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