Dynamic stock market integration driven by the European Monetary Union: an empirical analysis

Article Abstract:

A study analyzing the effect of the European Monetary Union on European stock market integration is presented. The study covers the data related to period from January 2, 1989 to May 29, 2003. A bivariate daily exponential generalized autoregressive conditional heteroskedasticity (EGARCH) is used for the purpose of the study.

Usage, Europe, Heteroscedasticity, Stock markets, Stock market, European monetary union

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Evolution of international stock and bond market integration: influence of the European Monetary Union

Article Abstract:

The interrelation between government bond returns and daily stock prices is analyzed by focusing on monitory policies of European Union.

Stocks, Stock prices, State bonds

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Expected versus unexpected monetary policy impulses and interest rate pass-through in euro-zone retail banking markets

Article Abstract:

Monetary policies of European Union and its effects on interstate retail banking industry are discussed.

Commercial Banks, Forecasts, trends, outlooks, Banking industry, Interpretation and construction, Monetary policy, Industry forecasts

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