European economic convergence in stock markets

dc.contributor.author	Χρώνη, Όλγα
dc.date.accessioned	2009-09-23T11:27:59Z
dc.date.available	2009-09-23T11:27:59Z
dc.date.issued	2009-09-23T11:27:59Z
dc.identifier.uri	https://dione.lib.unipi.gr/xmlui/handle/unipi/3205
dc.description.abstract	The present research investigates the existence of convergence in price indexes and in volatility of price indexes across 17 European countries and examines whether financial development indicators could explain divergent or convergent phenomena in stock markets. A new methodology of panel convergence testing proposed by Phillips and Sul (2007b) is employed using data from Datastream database and World Bank’s Financial Development and Structure Database. The empirical findings indicated full convergence in prices and in volatility but not in the case of financial development indicators where the results appear to be different.
dc.language.iso	el
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.el
dc.subject	Convergence (Economics) -- European Union countries
dc.subject	Economic development
dc.title	European economic convergence in stock markets
dc.type	Master Thesis
europeana.isShownAt	https://dione.lib.unipi.gr/xmlui/handle/unipi/3205
europeana.type	IMAGE
dc.identifier.call	338.9 ΧΡΩ

Except where otherwise noted, this item's license is described as
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές