Increasing convergence among European stock markets?: A recursive common stochastic trends analysis (Q5941246)
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scientific article; zbMATH DE number 1635411
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| English | Increasing convergence among European stock markets?: A recursive common stochastic trends analysis |
scientific article; zbMATH DE number 1635411 |
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Increasing convergence among European stock markets?: A recursive common stochastic trends analysis (English)
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20 August 2001
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stock market integration
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common trends
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recursive estimations
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0.7598803043365479
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0.691387414932251
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0.6892751455307007
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0.6890496611595154
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0.6842233538627625
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