Stock exchange mergers : a dynamic correlation analysis on Euronext
This article investigates the role of Stock Exchange Mergers on stock market return co- movements. Using a dynamic conditional correlation model proposed by Engle (J Bus Econ Stat 20:339–350, 2002), the Euronext Stock Exchange was analyzed, and findings point to an increase in correlation levels of...
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| Other Authors: | , |
| Format: | article |
| Language: | eng |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.5/20069 |
| Country: | Portugal |
| Oai: | oai:www.repository.utl.pt:10400.5/20069 |