European excess stock returns and capital market integration: an empirical perspective

1993 ◽  
pp. 163-212 ◽  
Author(s):  
Patricia Fraser ◽  
Ronald MacDonald
Keyword(s):  
Stock Returns ◽  
Capital Market ◽  
Market Integration ◽  
Capital Market Integration ◽  
Empirical Perspective ◽  
Excess Stock Returns

Using chaos measures to examine international capital market integration

1996 ◽  
Vol 6 (2) ◽  
pp. 91-101 ◽  
Author(s):  
Susan P. Sewell ◽  
Stanley R. Stansell ◽  
Insup Lee ◽  
Scott D. Below
Keyword(s):  
Capital Market ◽  
Market Integration ◽  
International Capital ◽  
International Capital Market ◽  
Capital Market Integration

scholarly journals Dating Capital Market Integration In The EMU

2011 ◽  
Vol 10 (3) ◽  
pp. 63
Author(s):  
Sergiy Rakhmayil
Keyword(s):  
Asset Pricing ◽  
Financial Market ◽  
Capital Market ◽  
Market Integration ◽  
Structural Breaks ◽  
Capital Market Integration ◽  
Market Variables

This paper analyzes the effect of the Euro on structural breaks in financial market variables in a sample of three EMU (France, Germany, Netherlands) and two non-EMU (U.K. and Switzerland) countries from March 1984 to November 2002. We identify two dates when integration-related structural breaks occurred in European asset pricing; the first in 1986 affected all sample countries whereas the second in 2000 affected only the EMU countries and could be attributed to the adoption of Euro in 1999.

Capital market integration and fiscal sustainability

2019 ◽  
Vol 120 ◽  
pp. 103305 ◽  
Author(s):  
Kazutoshi Miyazawa ◽  
Hikaru Ogawa ◽  
Toshiki Tamai
Keyword(s):  
Capital Market ◽  
Market Integration ◽  
Fiscal Sustainability ◽  
Capital Market Integration
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