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  • Comparative Economic Research. Central and Eastern Europe Volume 20 (2017), No. 4
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  • Czasopisma naukowe | Scientific Journals
  • Comparative Economic Research. Central and Eastern Europe
  • Comparative Economic Research. Central and Eastern Europe Volume 20 (2017), No. 4
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AuthorMajewska, Elżbieta (1)Olbryś, Joanna (1)Subject
dynamic principal component analysis (1)
european stock markets (1)Global Financial Crisis (1)index of integration (1)... View MoreDate Issued2017 (1)Has File(s)Yes (1)

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The Evolution of Financial Integration on Selected European Stock Markets: a Dynamic Principal Component Approach 

Majewska, Elżbieta; Olbryś, Joanna (Wydawnictwo Uniwersytetu Łódzkiego, 2017-12-29)
The goal of this paper is to recognize the dynamics of financial integration across the European stock markets over the last two decades. We investigate two groups of markets: (1) three developed European markets in the ...

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