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http://bura.brunel.ac.uk/handle/2438/8670Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Moore, T | - |
| dc.date.accessioned | 2014-07-15T08:35:45Z | - |
| dc.date.available | 2014-07-15T08:35:45Z | - |
| dc.date.issued | 2008 | - |
| dc.identifier.citation | The Manchester School, 76, 116 - 133, 2008 | en_US |
| dc.identifier.issn | 1463-6786 | - |
| dc.identifier.uri | http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9957.2008.01083.x/abstract | en |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/8670 | - |
| dc.description | This is the accepted version of the following article: WANG, P. and MOORE, T. (2008), Stock market integration for the transition economies: Time-varying conditional correlation approach. The Manchester School, 76: 116–133. doi: 10.1111/j.1467-9957.2008.01083.x, which has been published in final form at http://onlinelibrary.wiley.com/doi/10.1111/j.1467- 9957.2008.01083.x/abstract. | en_US |
| dc.description.abstract | In this paper, we investigate the extent to which the three emerging Central Eastern European stock markets have become integrated with the aggregate eurozone market over the sample period from 1994 to 2006 by utilizing the dynamic conditional correlation. We find a higher level of the stock market correlation during the period after the Asian and Russian crises and also during the post-entry period to the European Union. It is found that financial market integration seems to be a largely self-fuelling process, depending on existing levels of financial sector development for the Czech Republic and Hungary. | en_US |
| dc.language | English | - |
| dc.language.iso | en | en_US |
| dc.publisher | Wiley-Blackwell | en_US |
| dc.subject | Stock market | en_US |
| dc.subject | Central Eastern Europe | en_US |
| dc.subject | Eurozone market | en_US |
| dc.subject | Market integration | en_US |
| dc.title | Stock market integration for the transition economies: Time-varying conditional correlation approach | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1111/j.1467-9957.2008.01083.x | - |
| pubs.organisational-data | /Brunel | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff TxP | - |
| pubs.organisational-data | /Brunel/Brunel Active Staff TxP/College of Business, Arts and Social Sciences | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/Brunel Business School - URCs and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/Brunel Business School - URCs and Groups/Centre for Research into Entrepreneurship, International Business and Innovation in Emerging Markets | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Brunel Institute for Ageing Studies | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Brunel Institute of Cancer Genetics and Pharmacogenomics | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Centre for Systems and Synthetic Biology | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Information Systems, Computing and Mathematics - URCs and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Information Systems, Computing and Mathematics - URCs and Groups/Multidisclipary Assessment of Technology Centre for Healthcare (MATCH) | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Social Sciences - URCs and Groups | - |
| pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Social Sciences - URCs and Groups/Centre for Empirical Finance | - |
| Appears in Collections: | Economics and Finance Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | 526.43 kB | Adobe PDF | View/Open |
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