The effect of US and European stock exchanges on Greece's stock market: a VAR approach

Through a structural vector autoregression model the effect of the European and US stock exchanges on the Athens stock exchange (ASE) is examined. Consistent with other studies on the effect of large stock markets on smaller regional ones, we find that both the European and US stock exchanges affect ASE, with the European markets exhibiting greater and more immediate effect.

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Year of publication:	2007
Authors:	Veraros, Nikolaos ; Kasimati, Evangelia
Published in:	Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 3.2007, 2, p. 133-136
Publisher:	Taylor and Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004988323