Dynamic stock market integration driven by the European Monetary Union: an empirical analysis
Article Abstract:
A study analyzing the effect of the European Monetary Union on European stock market integration is presented. The study covers the data related to period from January 2, 1989 to May 29, 2003. A bivariate daily exponential generalized autoregressive conditional heteroskedasticity (EGARCH) is used for the purpose of the study.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Evolution of international stock and bond market integration: influence of the European Monetary Union
Article Abstract:
The interrelation between government bond returns and daily stock prices is analyzed by focusing on monitory policies of European Union.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets
Article Abstract:
Monetary policies of European Union and its effects on interstate retail banking industry are discussed.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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