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EU stock markets vs. Germany, UK and US : analysis of dynamic comovements using time-varying DCCA correlation coefficients

Tilfani, Oussama; Ferreira, Paulo; Dionísio, Andreia … - In: Journal of risk and financial management : JRFM 13 (2020) 5/91, pp. 1-23

For this paper, we dynamically analysed the comovements between three major stock markets-Germany, the UK, and the US-and the countries of the European Union, divided into two groups: Eurozone and non-Eurozone. Correlation coefficients based on a detrended cross-correlation analysis (DCCA) were...

Persistent link: https://www.econbiz.de/10012304724

Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis

Tilfani, Oussama; Ferreira, Paulo; El Boukfaoui, My Youssef - In: Post-communist economies 32 (2020) 5, pp. 643-674

Persistent link: https://www.econbiz.de/10012266808

Regional and global integration of Asian stock markets

Mohti, Wahbeeah; Dionísio, Andreia Teixeira Marques; … - In: Research in international business and finance 50 (2019), pp. 357-368

Persistent link: https://www.econbiz.de/10012177680

The risk of incomplete financial integration in the European Union

Ferreira, Paulo; Caetano, José Manuel; Donísio, Andreia - In: Challenges and opportunities for Eurozone governance, (pp. 61-79). 2018

Persistent link: https://www.econbiz.de/10012054670

Portuguese and Brazilian stock market integration : a non-linear and detrended approach

Ferreira, Paulo - In: Portuguese economic journal 16 (2017) 1, pp. 49-63

Persistent link: https://www.econbiz.de/10011900471