Co-movement of the Greek Stock Market with four major Eurozone stock markets before & after the financial crisis: A co-integration approach

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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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Bibliographic Details
Main Author:	Kotronaros, Konstantinos
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2011
Online Access:	https://eprints.nottingham.ac.uk/25036/

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