Country pair-correlations as a measure of financial integration: the case of the Euro equity markets
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Cited by:
- Vladimir Borgy & Valérie Mignon, 2009.
"Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale,"
Économie et Prévision, Programme National Persée, vol. 187(1), pages 105-121.
- Vladimir Borgy & Valérie Mignon, 2009. "Taux d'intérêt et marchés boursiers : une analyse empirique de l'intégration financière internationale," Economie & Prévision, La Documentation Française, vol. 0(1), pages 105-121.
- vladimir Borgy & Valérie Mignon, 2006. "Taux d’intérêt et marchés boursiers : une analyse empirique de l’intégration financière internationale," Working Papers 2006-25, CEPII research center.
- Renato BALDUCCI, 2005. "Public Expenditure and Economic Growth. A critical extension of Barro's (1990) model," Working Papers 240, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Sukriye Tuysuz, 2012. "How have the Turkish post-2001 stabilization reforms impacted on the conditional correlation between the Turkish and the main foreign stock markets?," Applied Financial Economics, Taylor & Francis Journals, vol. 22(22), pages 1881-1898, November.
- Stefania BUSSOLETTI & Roberto ESPOSTI, 2004. "Regional Convergence, Structural Funds and the Role of Agricolture in the EU. A Panel-Data Approach," Working Papers 220, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Roberto ESPOSTI & Pierpaolo PIERANI, 2005. "Price, Private Demand and Optimal Provision of Public R&D in Italian Agriculture," Working Papers 238, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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More about this item
Keywords
DCC model; euro equity markets; financial integration; pair-correlations;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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