Increasing convergence among European stock markets?

A recursive common stochastic trends analysis

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalEconomics Letters
Volume71
Issue number3
Pages (from-to)383-389
Number of pages7
ISSN0165-1765
DOIs
Publication statusPublished - 2001

Cite this

@article{e6eab060967211dbbd23000ea68e967b,
title = "Increasing convergence among European stock markets?: A recursive common stochastic trends analysis",
keywords = "Konvergens, Europa, Aktiemarkeder",
author = "Jesper Rangvid",
year = "2001",
doi = "10.1016/S0165-1765(01)00361-5",
language = "English",
volume = "71",
pages = "383--389",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "3",

}

Increasing convergence among European stock markets? A recursive common stochastic trends analysis. / Rangvid, Jesper.

In: Economics Letters, Vol. 71, No. 3, 2001, p. 383-389.

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Increasing convergence among European stock markets?

T2 - A recursive common stochastic trends analysis

AU - Rangvid, Jesper

PY - 2001

Y1 - 2001

KW - Konvergens

KW - Europa

KW - Aktiemarkeder

U2 - 10.1016/S0165-1765(01)00361-5

DO - 10.1016/S0165-1765(01)00361-5

M3 - Journal article

VL - 71

SP - 383

EP - 389

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 3

ER -