COINTEGRATION ANALYSIS OF EUROPEAN STOCK MARKETS (ROMANIA, GERMANY, FRANCE AND POLAND) FROM THE PERSPECTIVE OF THE NET ASSETS INVESTMENT OF THE ROMANIAN MANDATORY PRIVATE PENSION FUNDS

COINTEGRATION ANALYSIS OF EUROPEAN STOCK MARKETS (ROMANIA, GERMANY, FRANCE AND POLAND) FROM THE PERSPECTIVE OF THE NET ASSETS INVESTMENT OF THE ROMANIAN MANDATORY PRIVATE PENSION FUNDS

The goal of this paper is to investigate cointegration between Bucharest Stock Exchange and three European Stock Markets: Germany,France and Poland, respectively. The choice of the European markets is based on the net assets investment of the Romanian mandatory private pension funds. On Ju...

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Bibliographic Details
Main Authors: Andreea-Cristina PETRICA, Stelian STANCU, Ion PARTACHI
Format: Article
Language:English
Published: Academy of the Economic Studies of Moldova 2016-12-01
Series:Economica
Subjects:
cointegration analysis
European Stock Markets
Johansen cointegration test
international linkage
Online Access:http://irek.ase.md/xmlui/bitstream/handle/123456789/262/Pirtachi_Ion_PetricaA_StancuS_Economica_nr_4_2016.pdf?sequence=1&isAllowed=y

Internet

http://irek.ase.md/xmlui/bitstream/handle/123456789/262/Pirtachi_Ion_PetricaA_StancuS_Economica_nr_4_2016.pdf?sequence=1&isAllowed=y

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