INTEGRATION PROCESSES ON THE STOCK MARKET OF UKRAINE
نویسندگان
چکیده
منابع مشابه
Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations
This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. ...
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Determinants of European stock market integration
We analyse the determinants of stock market integration among EU member states for the period 1999–2007. First, we apply bivariate DCC-MGARCH models to extract dynamic conditional correlations between European stock markets, which are then explained by interest rate spreads, exchange rate risk, market capitalisation, and business cycle synchronisation in a pooled OLS model. By grouping the coun...
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ژورنال
عنوان ژورنال: Business Navigator
سال: 2020
ISSN: 2707-6172,2522-4751
DOI: 10.32847/business-navigator.59-23