Assessing European stock markets (co)integration

By Antonio I. Garcia Pascual. 2003

119 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/40cc954bfdf4d3cd187723b31148d2e9e26b0da9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. C. Kollias
2. N. Mylonidis
3. G. Mcmanus
4. Brian M. Lucey
5. C. Gilmore
6. Rangan Gupta
7. Shaen Corbet
8. A. H. Dyhrberg

In Finance

1. C. Kollias
2. N. Mylonidis
3. G. Mcmanus
4. Brian M. Lucey
5. C. Gilmore
6. A. H. Dyhrberg

Citations in the corpus

• The dynamics of Central European equity market comovements (2008, methodology): “Unit root tests are conducted using the ADF, or Augmented Dickey-Fuller (1979) and the PP, or Phillips-Perron (1988) tests.”
• Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade (2010, methodology): “Serletis and King (1997) and Rangvid (2001) find little evidence of increased convergence, especially in the 1980s and 1990s, whereas Pascual (2003) fails to verify any significant changes in the European stock 0378-4266/$ - see front matter 2010 Elsevier B.V.”