Co-movement of the Greek Stock Market with four major Eurozone stock markets before & after the financial crisis: A co-integration approach
In this study we examine the co-movement between the Greek, German, French, Italian and Spanish equity market before and after the financial crisis of 2007-2008, by applying co-integration analysis. The empirical results indicate one co-integrating vector amongthe five Eurozone equity markets for bo...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2011
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| Online Access: | https://eprints.nottingham.ac.uk/25036/ |