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The degree of integration of equity markets in Central Europe (new member EU countries) with the US and UK equity markets
journal contribution
posted on 2023-07-26, 14:09 authored by Slawomir Bukowski, Robin GowersThe aims of paper are to analyze how closely Central European stock markets are integrated with the stock markets in the US,UK and the euro area and to investigate the correlation of changes in the US S&P500, UK FTSE100, DJ EUROSTOXX 50 yields on the yields of the Polish and other main Central European stock exchange markets. The authors has formulated following hypothesis: Czech, Hungarian and Polish equity markets are more integrated with the US and UK equity markets then with the euro area market. What are the implications of such close integration. What are the implications of such close integration. The econometric methods are applied in analysis. The analysis has confirmed hypothesis.
History
Refereed
- Yes
Volume
11Issue number
1Page range
5-26Publication title
Central European Review of Economics & FinanceISSN
2082-8500Publisher
Uniwersytet Technologiczno-Humanistyczny im. K.Pułaskiego w RadomiuLanguage
- other