1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/3419
DC FieldValueLanguage
dc.contributor.authorAslanidis, Nektarios-
dc.contributor.authorSavva, Christos S.-
dc.contributor.authorAslanidis, Nektarios-
dc.date.accessioned2012-03-21T15:40:19Zen
dc.date.accessioned2013-05-17T08:42:12Z-
dc.date.accessioned2015-12-08T08:57:04Z-
dc.date.available2012-03-21T15:40:19Zen
dc.date.available2013-05-17T08:42:12Z-
dc.date.available2015-12-08T08:57:04Z-
dc.date.issued2010-
dc.identifier.citationEmpirical Economics, 2010, vol. 39, no. 2, pp. 337-351en_US
dc.identifier.issn14358921-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/3419-
dc.description.abstractThis paper measures the degree in stock market integration between five Eastern European countries and the Euro-zone. A potentially gradual transition in correlations is accommodated by smooth transition conditional correlation models. We find that the Czech, Slovenian and Polish markets have increased their correlation to the Euro-zone from 1997 to 2008. However, this is not a broad-based phenomenon across Eastern Europe. The results also show that the increase in correlations is not a reflection of a world-wide phenomenon of financial integration but is mainly driven by EU-related developments.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofEmpirical Economicsen_US
dc.rights© Springeren_US
dc.subjectMultivariate GARCHen_US
dc.subjectNew EU membersen_US
dc.subjectSmooth transition conditional correlationen_US
dc.subjectStock return comovementen_US
dc.subjectMultivariate GARCHen_US
dc.subjectNew EU membersen_US
dc.subjectSmooth transition conditional correlationen_US
dc.subjectStock return comovementen_US
dc.titleStock market integration between new EU member states and the Euro-zoneen_US
dc.typeArticleen_US
dc.collaborationCyprus University of Technologyen_US
dc.collaborationUniversity Rovira Virgilien_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsOpen Accessen_US
dc.reviewpeer reviewed-
dc.countryCyprusen_US
dc.countrySpainen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1007/s00181-009-0306-6en_US
dc.dept.handle123456789/92en
dc.dept.handle123456789/92-
dc.relation.issue2en_US
dc.relation.volume39en_US
cut.common.academicyear2010-2011en_US
dc.identifier.spage337en_US
dc.identifier.epage351en_US
item.openairetypearticle-
item.cerifentitytypePublications-
item.fulltextWith Fulltext-
item.grantfulltextopen-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.languageiso639-1en-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Tourism Management, Hospitality and Entrepreneurship-
crisitem.author.orcid0000-0001-6562-4816-
crisitem.author.parentorgFaculty of Management and Economics-
crisitem.journal.journalissn1435-8921-
crisitem.journal.publisherSpringer Nature-
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