The Impact of the EMUon the Structure of European Equity Returns : An Empirical Analysis of the First 21 Months

An Empirical Analysis of the First 21 Months

The Impact of the EMUon the Structure of European Equity Returns : An Empirical Analysis of the First 21 Months
Using symmetric data sets of 92 weekly return observations before and after the introduction of the euro, the paper analyzes the impact of the new currency on the return structure of equity markets in the European Monetary Union. Variance decompositions, cluster analyses, and principle component analyses are used to explore the changes in the... READ MORE...

Publication date: June 2001
ISBN 9781451850642
$15.00

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