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