Measuring financial integration in new EU member states
M Baltzer, L Cappiello, RA De Santis… - ECB Occasional …, 2008 - papers.ssrn.com
The study considers three broad categories of financial integration measures:(i) price-based,
which capture discrepancies in asset prices across different national markets;(ii) news …
which capture discrepancies in asset prices across different national markets;(ii) news …
Extreme coexceedances in new EU member states' stock markets
C Christiansen, A Ranaldo - Journal of banking & finance, 2009 - Elsevier
We analyze the financial integration of the new European Union (EU) member states' stock
markets using the negative (positive) coexceedance variable that counts the number of large …
markets using the negative (positive) coexceedance variable that counts the number of large …
[BOOK][B] Monetary integration in the European Union
M Chang - 2009 - pdfs.semanticscholar.org
:s!greve Page 1 Monetary Integration In the European Union Michele Chang B 364532 :s!greve
nacmilian Page 2 Contents List of figures, tables and boxes vii Abbreviations ix Preface ~~~ xi …
nacmilian Page 2 Contents List of figures, tables and boxes vii Abbreviations ix Preface ~~~ xi …
Financial integration of new EU member states
L Cappiello, A Kadareja, B Gerard, S Manganelli - 2006 - papers.ssrn.com
This study assesses the degree of financial integration for a selected number of new EU
member states between themselves and with the euro zone. Within the framework of a factor …
member states between themselves and with the euro zone. Within the framework of a factor …
Are “new” and “old” EU members becoming more financially integrated? A threshold cointegration analysis
T Poghosyan - International Economics and Economic Policy, 2009 - Springer
We assess the degree of financial integration for a selected number of “new” EU member
states with Germany. The analysis is performed using a threshold vector error-correction …
states with Germany. The analysis is performed using a threshold vector error-correction …
[PDF][PDF] The integration of the Czech, Hungarian and Polish bond markets with the Euro area bond market
T Reininger, Z Walko - Conference on European Economic …, 2005 - finanzbildung.oenb.at
Several market participants associated periods of substantial decline in government bond
yields and yield spreads to the euro area on the three largest and most liquid government …
yields and yield spreads to the euro area on the three largest and most liquid government …
European Union enlargement announcement and corporate valuations
K Platt - Emerging Markets Finance and Trade, 2018 - Taylor & Francis
This study explores the effects of the European Union accession announcement on the
valuations of companies in the prospective member states. I examine firm level data from ten …
valuations of companies in the prospective member states. I examine firm level data from ten …
The integration of the Czech, Hungarian and Polish bond markets with the euro area bond market–a déjà vu of the Club-Med convergence plays
T Reininger, Z Walko - … , Integration and Stability in Central, Eastern …, 2006 - elgaronline.com
Between late 2000 and mid-2003 government bond yields and yield spreads to the euro
area declined substantially on the three largest and most liquid government bond markets …
area declined substantially on the three largest and most liquid government bond markets …
[PDF][PDF] Discipline, confiance et stabilité des régimes de caisses d'émission en transition vers l'euro
A Raybaut, D Torre - Colloque international, Marrakech, 2005 - researchgate.net
Résumé L'article analyse les conditions de viabilité des régimes de Caisses d'Emission en
transition vers l'Euro, au regard de celles des régimes de change flexible placés dans des …
transition vers l'Euro, au regard de celles des régimes de change flexible placés dans des …
[PDF][PDF] Government Bond Market Integration of New EU MemberStates
J Chaloupka - International Journal of Trade, Economics and Finance, 2012 - ijtef.org
In this paper we examine the level and dynamic of integration of the government bond
markets of the new EU member states with the German market. We analyze interest rates on …
markets of the new EU member states with the German market. We analyze interest rates on …