Time-varying synchronization of European stock markets
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DOI: 10.1007/s00181-010-0341-3
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- Bal??zs ??gert & Ev??en Kocenda, 2007. "Time-Varying Comovements in Developed and Emerging European Stock Markets: Evidence from Intraday Data," William Davidson Institute Working Papers Series wp861, William Davidson Institute at the University of Michigan.
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More about this item
Keywords
Stock markets; Intraday data; Comovements; Bi-variate GARCH; European integration; C52; F36; G15; P59;All these keywords.
JEL classification:
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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