Westermann, 2004 - Google Patents
Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and ItalyWestermann, 2004
- Document ID
- 14766265194932198387
- Author
- Westermann F
- Publication year
- Publication venue
- The European Journal of Finance
External Links
Snippet
The dynamic links between stock market indices are analyzed in a GARCH-M framework, using daily data from France, Germany, Italy and the USA. It is shown that indices in the periods before and after the introduction of the Euro as a single currency display a very …
- 230000003993 interaction 0 title description 18
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