Increasing convergence among European stock markets?: A recursive common stochastic trends analysis

By Jesper Rangvid. 2001

158 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6305aa7e4f6cb771362424d98dc2e13cc13faaa9

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In Economics and Econometrics

1. N. Mylonidis
2. C. Kollias

In Finance

1. N. Mylonidis
2. C. Kollias

Citations in the corpus

• 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.”