[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
In: The Warwick Economics Research Paper Series (TWERPS).
RePEc:wrk:warwec:849.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 40

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. How Are Interbank and Sovereign Debt Markets Linked? Evidence from 14 OECD Countries, the Euro Area and Russia. (2014). Stolbov, Mikhail.
    In: Panoeconomicus.
    RePEc:voj:journl:v:61:y:2014:i:3:p:331-348.

    Full description at Econpapers || Download paper

  2. Linkages between Excess Currency and Stock Market Returns:Granger Causality in Mean and Variance. (2010). Syngelaki, Eirini .
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n209-10.pdf.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ADAM, K., T. JAPELLI, A. MENICHINI, M. PADULA, AND M. PAGAN0 (2002): Analyse, Compare, and Apply Alternative Indicators and Monitoring Methodologies to Measure the Evolution of Capital Market Integration in the European Union. European Commission, pp. 1-95.
    Paper not yet in RePEc: Add citation now

  2. ADJ0uTE, K. AND J. DANTHINE (2003): European Financial Integration and Equity Returns: A Theory-Based Assessment. In: Gaspar, V., P. Hartmann, and 0. Slejpen (eds.): The Transformation of the European Financial System. European Central Bank, Frankfurt, pp. 185-246.

  3. AGEN0R, P. R. (2003): Benefits and Costs of International Financial Integration: Theory and Facts. World Economy, Vol. 26, No. 8, pp. 1089-i 118.

  4. Ayuso, J. AND R. BLANCO (2000): Has Financial Market Integration Increased during the Nineties? Journal of International Financial Markets, Institutions and Money, Vol. 11, No. 3, pp. 265-287.
    Paper not yet in RePEc: Add citation now

  5. AZMAN-SAINI, W. N. W., M. AZALI, M. S. HABIBULLAH, AND K. G. MATTHEWS (2002): Financial Integration and the ASEAN-5 Equity Markets. Applied Economics, Vol. 34, pp. 2283-2288.

  6. BAcA, S. P., B. GARBE, AND R. A. WEISS (2000): The Rise of Sector Effects in Major Equity Markets. Financial Analysts Journal, September/October, pp. 35-40.
    Paper not yet in RePEc: Add citation now

  7. BAELE, L., A. FERRANDO, P. HORDAHL, E. KRYLOVA, AND C. MoN~ET (2004): Measuring Financial Integration in the Euro Area. Occasional Paper Series, No. 14, European Central Bank, pp. i-93.

  8. BARRO, R. J. AND X. SALA-I-MARTIN (1992): Convergence. Journal of Political Economy, Vol. 100, pp. 223-251.
    Paper not yet in RePEc: Add citation now

  9. BARTOLINI, L. AND A. H. DRAzEN (1997): Capital Account Liberalization as a Signal. American Economic Review, Vol. 87, March 1997, pp. 138-154.

  10. BATTEN, J. A. AND C. KEARNEY (2006): Interdependence and Integration in Emerging European Equity Markets. Chapter 1 in: Batten, J. A. and C. Keamey (eds.): Emerging European Financial Markets: Independence and Integration Post-Enlargement. International FinanceReview, Vol. 6,pp. 1-lO.
    Paper not yet in RePEc: Add citation now

  11. BEKAERT, G. AND C. R. HARVEY (1995): Time-Varying World Market Integration. Journal of Finance, Vol. 50, pp. 403-444.

  12. BEKAERT, G. AND C. R. HARVEY (1997): Emerging Equity Market Volatility. Journal of Financial Economics, Vol. 43, pp. 29-77.

  13. BEKAERT, G., R. H. CAMPBELL, AND R. L. LUMSDAINE (2000): Dating the Integration of World Equity Markets. Journal of Financial Economics, Vol. 65, No. 2, pp. 203-247.

  14. CAPPIELLO, L., G. A. KADAREJA, AND S. MANGANELLI (2006): Financial Integration of New EU Member States. ECB Working Paper Series, No. 683.

  15. CERN~, A. (2004): Stock Market Integration and the Speed of Information Transmission. CERGE-El Working Paper Series, No. 242.
    Paper not yet in RePEc: Add citation now

  16. CHEN, Z. AND P. J. KNEZ (1995): Measurement of Market Integration and Arbitrage. The Review of Financial Studies, Vol. 8, No. 2, pp. 287-325.

  17. DVOkAK, T. AND R. PODPIERA (2006): European Union Enlargement and Equity Markets in Accession Countries. Emerging Markets Review, Vol. 7, No. 2, pp. 129-146.

  18. EGERT, B. AND E. KO~ENDA (2007): Interdependence Between Eastern and Western European Stock Markets: Evidence from Intraday Data. Economic Systems, Vol. 31, Iss. 2, pp. 184-203.

  19. EGERT, B. AND Y. K0uBAA (2004): Modelling Stock Returns in the G-7 and in Selected CEE Economies: A Non-linear GARCH Approach. William Davidson Institute Working Paper, No. 663.

  20. EKINCI, M. F., S. KALEMLI-OZCAN, AND B. SORENSEN (2007): Financial Integration within EU Countries: The Role of Institutions, Confidence and Trust. NBER Working Paper, No. 13440.

  21. EUROPEAN CENTRAL BANK (2007): Financial Integration in Europe. ECB, Frankfurt am Main. Available at http ://www.ecb.int/pub/pdf/other/financialintegrationineurope2007o3 en.pdf.
    Paper not yet in RePEc: Add citation now

  22. EUROPEAN CoMMISSIoN (1997): The Impact of the Introduction of the Euro on Capital Markets. European Commission, Brussels, Euro Papers, No. 3 (July).

  23. EUROPEAN COMMISSION (1999): Financial Services: Implementing the Framework for Financial Services: Action Plan. COM (1999)232, Brussels, ii May.
    Paper not yet in RePEc: Add citation now
  24. Financial Integration of Stock Markets among New EUMember States and the Euro Area 25 K0MARK0VA, Z. (2006): Financial Market Integration Between the Czech Republic and the Euro Area. Ph.D. thesis, Prague School of Economics.
    Paper not yet in RePEc: Add citation now

  25. GOLDBERG, P. AND F. VERBOVEN (2001): Market Integration and Convergence of the Law of One Price: Evidence from the European Car Market. CEPR Discussion Paper, No. 2926, London.

  26. HANOUSEK, J. AND R. FILLER (2000): The Relationship Between Economic Factors and Equity Markets in Central Europe. Economics of Transition, Vol. 8, No. 3, pp. 623-638.

  27. HARDOUVELIS, G., D. MALLIAROPULOS, AND R. PRIESTLEY (2006): EMU and European Stock Market Integration. Journal of Business, Vol. 79, No. 1, pp. 365-392.

  28. HARTMAN~, P., A. MADDALONI, AND S. MANGANELLI (2003): The Euro Area Financial System: Structure, Integration and Policy Initiatives. Oxford Review of Economic Policy, Spring 2003, Vol. 19,No. i,pp. 180-213.

  29. HESTON, S. L. AND K. G. ROUWENHORST (1995): Industry and Country Effects in International Stock Returns. The Journal of Portfolio Management, Spring, pp. 53-58.
    Paper not yet in RePEc: Add citation now
  30. HORSKA, H. (2005): ~esk~ akciov~ trh - jeho efektivnost a makroekonomické souvislosti. Finance a Uvér - The Czech Journal of Economics and Finance, 2005, Vol. 55, Iss. 5-6, pp. 283-301.
    Paper not yet in RePEc: Add citation now

  31. MARTIN, P. AND H. REY (2004): Financial Super-Markets: Size Matters for Asset Trade. Journal of International Economics, Vol. 64, No. 2, pp. 335-361.

  32. OBSTFELD, M. (1998): The Global Capital Market: Benefactor or Menace? Journal of Economics Perspectives, Vol. 12, No. 4, pp. 9-30.

  33. PHYLAKTIS, K. AND F. RAVAZZOLO (2002): Measuring Financial and Economic Integration with Equity Prices in Emerging Markets. Journal of International Money and Finance, Vol. 21, No. 6, pp. 879-903.

  34. PIESSE, J. AND B. HEARN (2002): Equity Market Integration Versus Segmentation in Three Dominant Markets of the Southern African Customs Union: Cointegration and Causality Tests. Applied Economics, Vol. 14, pp. 171 i-1722.

  35. PORTES, R. AND H. REY (2005): The Determinants of Cross-Border Equity Flows. Journal of International Economics, Vol. 65, No. 2, pp. 269-296.

  36. QUAH, D. (1993): Galtons Fallacy and Tests of the Convergence Hypothesis. Scandinavian Journal of Economics, Vol. 95, No. 4, pp. 427-443.

  37. SALA-I-MARTIN, X. (1996): The Classical Approach to Convergence Analysis. Economic Journal, Vol. 106, Iss. 437, pp. 1019-1036.

  38. SOLNIK, B. (1974): Why Not Diversify Internationally Rather than Domestically? Financial Analyst Journal, Vol. 30, No. 4, pp. 48-54.
    Paper not yet in RePEc: Add citation now

  39. SYLLIGNAKJS, M. AND G. KOURETAS (2006): Long and Short-Run Linkages in CEE Stock Markets: Implications for Portfolio Diversification and Stock Market Integration. William Davidson Institute Working Papers Series, No. 832.

  40. YANG, J., J. W. KOLARI, AND I. MIN (2003): Stock Market Integration and Financial Crises: The Case of Asia. Applied Financial Economics, Vol. 13, pp. 477-486.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial integration in Europe through the lens of composite indicators. (2020). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
    In: Economics Letters.
    RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302226.

    Full description at Econpapers || Download paper

  2. Financial integration in Europe through the lens of composite indicators. (2019). Kremer, Manfred ; Zaharia, Sonia ; Hoffmann, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192319.

    Full description at Econpapers || Download paper

  3. Time-varying importance of country and industry factors in European corporate bonds. (2016). Verschoor, Willem ; Zwinkels, Remco ; Qian, Zhaowen ; Pieterse-Bloem, Mary .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:38:y:2016:i:pa:p:429-448.

    Full description at Econpapers || Download paper

  4. European financial market dependence: An industry analysis. (2015). Bartram, Söhnke ; Wang, Yaw-Huei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:59:y:2015:i:c:p:146-163.

    Full description at Econpapers || Download paper

  5. Financial markets in CEE countries and their role in transmission of euro area monetary policy shocks. (2015). Wierzbowska, Agata .
    In: European Journal of Business and Economics.
    RePEc:aad:ejbejj:v:10:y:2015:i:2:p:732.

    Full description at Econpapers || Download paper

  6. A Nonlinear Model to Estimate the Long Term Correlation between Market Capitalization and GDP per capita in Eastern EU Countries. (2014). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian.
    In: Working Papers of Institute for Economic Forecasting.
    RePEc:rjr:wpiecf:141115.

    Full description at Econpapers || Download paper

  7. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

    Full description at Econpapers || Download paper

  8. Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed ; Louis, Rosmy Jean.
    In: MPRA Paper.
    RePEc:pra:mprapa:43687.

    Full description at Econpapers || Download paper

  9. What Is the Degree of Convergence among Developed Equity Markets?. (2012). Dorodnykh, Ekaterina .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:3:y:2012:i:2:p:2-16.

    Full description at Econpapers || Download paper

  10. Government bond market integration and the EMU: Correlation based evidence. (2012). Missio, Sebastian .
    In: Working Papers.
    RePEc:bav:wpaper:125_missio.

    Full description at Econpapers || Download paper

  11. The effect of Emu on bond market integration and investor portfolio allocations. (2011). Pieterse-Bloem, M..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3c6ce80d-9260-424a-b889-bf521d2e0313.

    Full description at Econpapers || Download paper

  12. Time-varying Diversification Benefits: The Impact of Capital Market Integration on European Portfolio Holdings. (2011). Horobet, Alexandra ; Dumitrescu, Sorin .
    In: Chapters.
    RePEc:elg:eechap:14130_13.

    Full description at Econpapers || Download paper

  13. Sectoral equity returns in the Euro region: Is there any room for reducing portfolio risk?. (2011). Balli, Hatice.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y:2011:i:2:p:89-106.

    Full description at Econpapers || Download paper

  14. Towards a common European Monetary Union risk free rate. (2011). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pea, Juan Ignacio.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_51en.

    Full description at Econpapers || Download paper

  15. From Home Bias to Euro Bias: Disentangling the Effects of Monetary Union on the European Financial Markets. (2010). Balli, Hatice ; Basher, Syed ; Ozer-Balli, Hatice .
    In: MPRA Paper.
    RePEc:pra:mprapa:22430.

    Full description at Econpapers || Download paper

  16. Financial Integration in European Countries: Some Panel Evidence. (2010). Ferreira, Candida.
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp212010.

    Full description at Econpapers || Download paper

  17. Are Capital Markets Integrated? A Test of Information Transmission within the European Union. (2009). Lupu, Radu ; Horobet, Alexandra .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v:6:y:2009:i:2:p:64-80.

    Full description at Econpapers || Download paper

  18. Openness and geographic neutrality: How do they contribute to international banking integration?. (2009). Tortosa-Ausina, Emili ; perez, francisco ; Arribas, Iván.
    In: MPRA Paper.
    RePEc:pra:mprapa:17211.

    Full description at Econpapers || Download paper

  19. Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?. (2009). Balli, Hatice.
    In: MPRA Paper.
    RePEc:pra:mprapa:14554.

    Full description at Econpapers || Download paper

  20. Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union. (2009). Affinito, Massimiliano ; Farabullini, Fabio .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:1:a:1.

    Full description at Econpapers || Download paper

  21. Are fundamentals still relevant for European economies in the post-Euro period?. (2009). Laopodis, Nikiforos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:5:p:835-850.

    Full description at Econpapers || Download paper

  22. Testing for Convergence in Stock Markets: A Non-Linear Factor Approach. (2009). Caporale, Guglielmo Maria ; Erdogan, Burcu ; Kuzin, Vladimir .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2845.

    Full description at Econpapers || Download paper

  23. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:849.

    Full description at Econpapers || Download paper

  24. Extreme Coexceedances in New EU Member States Stock Markets. (2008). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: Working Papers.
    RePEc:snb:snbwpa:2008-10.

    Full description at Econpapers || Download paper

  25. New Patterns in International Portfolio Allocation and Income Smoothing. (2008). Balli, Faruk.
    In: MPRA Paper.
    RePEc:pra:mprapa:10121.

    Full description at Econpapers || Download paper

  26. Realized portfolio selection in the euro area. (2008). MORANA, CLAUDIO.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:10-2008.

    Full description at Econpapers || Download paper

  27. Changes in Investors Risk Appetite - An Assessment of Financial Integration and Interdependence. (2008). Tam, Chi-sang ; Fung, Laurence ; Yu, Ip-wing .
    In: Working Papers.
    RePEc:hkg:wpaper:0812.

    Full description at Econpapers || Download paper

  28. European Economic and Monetary Integration, and the Optimum Currency Area Theory. (2008). Mongelli, Francesco.
    In: European Economy - Economic Papers 2008 - 2015.
    RePEc:euf:ecopap:0302.

    Full description at Econpapers || Download paper

  29. Regulation versus Competition on European Financial Markets. (2007). Ilie, Livia ; Horobet, Alexandra .
    In: MPRA Paper.
    RePEc:pra:mprapa:6133.

    Full description at Econpapers || Download paper

  30. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan ; Babetskii, Ian .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:7-8:p:341-362.

    Full description at Econpapers || Download paper

  31. Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005. (2007). O'Brien, Martin.
    In: Papers.
    RePEc:esr:wpaper:wp183.

    Full description at Econpapers || Download paper

  32. European banking: An overview. (2007). Wilson, John ; Molyneux, Philip ; Goddard, John ; Wilson, John O. S., ; Tavakoli, Manouche .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:7:p:1911-1935.

    Full description at Econpapers || Download paper

  33. The Euro and European financial market dependence. (2007). Bartram, Söhnke ; Taylor, Stephen J. ; Wang, Yaw-Huei.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:5:p:1461-1481.

    Full description at Econpapers || Download paper

  34. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/7.

    Full description at Econpapers || Download paper

  35. Extreme Coexceedances in New EU Member States’ Stock Markets. (2007). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-34.

    Full description at Econpapers || Download paper

  36. The Euro and Financial Integration. (2006). Waelti, Sébastien ; Lane, Philip ; Walti, Sebastien .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp139.

    Full description at Econpapers || Download paper

  37. Macroeconomic Differentials and Adjustment in the Euro Area. (2006). SIEDSCHLAG, IULIA.
    In: Papers.
    RePEc:esr:wpaper:wp175.

    Full description at Econpapers || Download paper

  38. Economic Assessment of the Euro Area: Forecasts and Policy Analysis, Autumn Report 2006. (2006). Bergin, Adele ; Fitzgerald, John ; Traistaru-Siedschlag, Iulia ; Barrett, Alan.
    In: Research Series.
    RePEc:esr:resser:sustat22.

    Full description at Econpapers || Download paper

  39. Euro area banking sector integration: using hierarchical cluster analysis techniques. (2006). Kok, Christoffer ; Puigvert, Josep Maria .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2006627.

    Full description at Econpapers || Download paper

  40. European Union Enlargement and Equity Markets in Accession Countries. (2005). Dvorak, Tomas ; Podpiera, Richard.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2005/182.

    Full description at Econpapers || Download paper

  41. Portfolio diversification benefits within Europe: Implications for a US investor. (2005). Laopodis, Nikiforos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:4:p:455-476.

    Full description at Econpapers || Download paper

  42. European Union enlargement and equity markets in accession countries. (2005). Podpiera, Richard ; Dvorak, Tomas .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005552.

    Full description at Econpapers || Download paper

  43. Endogeneities of Optimum Currency Areas: What brings Countries Sharing a Single Currency Closer together?. (2005). Mongelli, Francesco ; De Grauwe, Paul ; DeGrauwe, Paul.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:ave:wpaper:292005.

    Full description at Econpapers || Download paper

  44. The Euro and European Financial Market Integration. (2004). Bartram, Söhnke ; Taylor, Stephen ; Wang, Yaw-Huei.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:49.

    Full description at Econpapers || Download paper

  45. Developing statistical indicators of the integration of the euro area banking system. (2004). Manna, Michele.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004300.

    Full description at Econpapers || Download paper

  46. Country pair-correlations as a measure of financial integration: the case of the Euro equity markets. (2004). Croci, Manuela .
    In: Working Papers.
    RePEc:anc:wpaper:201.

    Full description at Econpapers || Download paper

  47. Divergent Inflation Rates in EMU. (2003). Lane, Philip ; Honohan, Patrick.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:20034.

    Full description at Econpapers || Download paper

  48. Divergent Inflation Rates in EMU. (2003). Lane, Philip ; Honohan, Patrick.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp05.

    Full description at Econpapers || Download paper

  49. An empirical analysis of international equity market co-movements: implications for informational efficiency. (2003). Croci, Manuela .
    In: Working Papers.
    RePEc:anc:wpaper:197.

    Full description at Econpapers || Download paper

  50. FOREIGN DIRECT INVESTMENTS IN ROMANIA IN THE CONTEXT OF ECONOMIC AND FINANCIAL CRISIS. (). ANDREEA, AVADANEI ; Bintintan, Petru ; Afrasinei, Catalin .
    In: Description: Managerial Challenges of the Contemporary Society.
    RePEc:bbu:wpaper:1.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-04-16 12:08:36 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.