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dc.contributor.authorStoupos, Nikolaos-
dc.contributor.authorKiohos, Apostolos-
dc.description.abstractThe Euro Area faces plenty of financial and economic asymmetries on account of the dissimilar economies’ participation in the union. The long-term financial integration of the EA member-states constitutes a significant task for the EU policy makers in business and economic terms. This letter investigates the degree of stock markets integration in the Eurozone after the end of 2010 debt-crisis. The results reveal that the stock market integration be strong between Germany and EA core member-states but disparate for the EA periphery. In contrast, there are only indications regarding the EA Eastern Mediterranean and Baltic stock markets integration with DAX-30.en_US
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.sourceFinance Research Lettersen_US
dc.subjectFRASCATI::Social sciences::Economics and Business::Financeen_US
dc.subject.otherRealized volatility-dynamicsen_US
dc.subject.otherEuro Area stock marketsen_US
dc.subject.otherStock markets integrationen_US
dc.subject.otherMarket risk analysisen_US
dc.subject.otherFinancial integrationen_US
dc.titleEuro area stock markets integration: Empirical evidence after the end of 2010 debt crisisen_US
dc.contributor.departmentΤμήμα Διεθνών και Ευρωπαϊκών Σπουδώνen_US
Appears in Collections:Department of International and European Studies

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