Back to search

EMU and European Stock Market Integration

Data up to Jan 2025

Published2001
Citations181
References29

Total Citations Per Year

Abstract

References (29)

Multivariate Simultaneous Generalized ARCH

1995 • 4,490 citations

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

1992 • 3,405 citations

On estimating the expected return on the market

1980 • 2,932 citations

Stock returns and the term structure

1987 • 2,322 citations

Time‐Varying World Market Integration

1995 • 2,163 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

Trying to Explain Home Bias in Equities and Consumption

1999 • 1,476 citations

International Portfolio Choice and Corporation Finance: A Synthesis

1983 • 1,374 citations

Home bias and high turnover

1995 • 1,318 citations

An equilibrium model of the international capital market

1974 • 1,180 citations

The World Price of Covariance Risk

1991 • 1,115 citations

The Risk and Predictability of International Equity Returns

1993 • 940 citations

Foundations for Financial Economics.

1989 • 885 citations

On the Effects of Barriers to International Investment

1981 • 662 citations

Foundations for Financial Economics

1988 • 617 citations

International capital market equilibrium with investment barriers

1974 • 570 citations

Investor Diversification and International Equity Markets

1991 • 550 citations

A Model of International Asset Pricing with a Constraint on the Foreign Equity Ownership

1986 • 350 citations

Time-Varying World Market Integration

1994 • 295 citations

The World Price of Foreign Exchange Risk

1995 • 289 citations

International Asset Pricing and Portfolio Diversification with Time-Varying Risk

1997 • 260 citations

Stock Returns and the Term Structure

1985 • 256 citations

Financial Market Integration in Europe: On the Effects of Emu on Stock Markets

2001 • 100 citations

Chapter 6 International portfolio choice and asset pricing: An integrative survey

1995 • 39 citations

EMU and Portfolio Adjustment.

2000 • 38 citations

Sources of Risk and Expected Returns in Global Equity Markets

1994 • 34 citations

Partially Segmented International Capital Markets and International Capital Budgeting

1996 • 19 citations

Portfolio Diversification in Europe

2003 • 11 citations

Asset pricing models with and without consumption data: An empirical evaluation

1996 • 10 citations

Cited By (0)

Loading...
EMU and European Stock Market Integration (2001) – SSRN Electronic Journal | Metascience Observatory Explorer