Athenaeum University


Double Blind Review Evaluation

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ISSN-L 2065 - 8168
ISSN (e) 2068 - 2077
ISSN (p) 2065 - 8168

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Address

Giuseppe Garibaldi No. 2A
Bucharest, Romania

Phones

Tel: +4 021.230.57.38
Fax: +4 021.231.74.18

Email

secretariat@univath.ro

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  1. 1. CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL — 21 December 2014

    Authors:   • Radu LUPU, PhD, Afiliation: Institute for Economic Forecasting, Romania  • Adrian Cantemir CALIN, PhD, email: cantemircalin@ipe.ro, Afiliation: Institute for Economic Forecasting, Romania,
    Abstract: The connections among the European stock market indices are considered as an important element in the study of the integration of these markets. Our p

    No 36 - December 2014 > CO-MOVEMENTS OF EUROPEAN STOCK MARKETS USING THE UNIVARIATE MARKOV REGIME SWITCHING MODEL