BILATERAL AND MULTILATERAL COINTEGRATION PROPERTIES BETWEEN THE GERMAN AND CENTRAL EUROPEAN EQUITY MARKETS

2003 ◽  
Vol 21 (1) ◽  
pp. 40-53 ◽  
Author(s):  
CLAIRE G. GILMORE ◽  
GINETTE M. McMANUS
Keyword(s):  
Equity Markets ◽  
Central European ◽  
European Equity

Random‐walk and efficiency tests of Central European equity markets

2003 ◽  
Vol 29 (4) ◽  
pp. 42-61 ◽  
Author(s):  
Claire G. Gilmore ◽  
Ginette M. McManus
Keyword(s):  
Random Walk ◽  
Equity Markets ◽  
Central European ◽  
European Equity

Modeling Common Volatility and Dynamic Risk Premia in European Equity Markets

2002 ◽  
Author(s):  
Gregory Koutmos ◽  
Johan Anders Knif ◽  
George C. Philippatos
Keyword(s):  
Equity Markets ◽  
Risk Premia ◽  
Dynamic Risk ◽  
European Equity

The Dynamics of Central European Equity Market Integration

2005 ◽  
Author(s):  
Claire G. Gilmore ◽  
Brian M. Lucey ◽  
Ginette M. McManus
Keyword(s):  
Market Integration ◽  
Equity Market ◽  
Central European ◽  
European Equity
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