The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach

The goal of this paper is to recognize the dynamics of financial integration across the European stock markets over the last two decades. We investigate two groups of markets: (1) three developed European markets in the U.K., France, and Germany; and (2) three emerging Central and Eastern European m...

Full description

Bibliographic Details
Main Authors: Elżbieta Majewska, Joanna Olbryś
Format: Article
Language:English
Published: Lodz University Press 2017-12-01
Series:Comparative Economic Research
Subjects:
Online Access:https://czasopisma.uni.lodz.pl/CER/article/view/2591