search query: @author Siriopoulos, C. / total: 2
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| Author: | Siriopoulos, C. |
| Title: | Interdependence of national stock exchanges: evidence from the emerging European markets |
| Journal: | Journal of Euro-Asian Management
1996 : JUN, VOL. 2:1, p. 1-29 |
| Index terms: | INTERDEPENDENCY STOCK EXCHANGES MARKETS |
| Language: | eng |
| Abstract: | This paper considers whether there are any long-term relationships between European stock markets for the period 1974 through 1994. Apparently, a strong evidence of interdependence in the post-October 1987 period between the small European equity markets was found. However, there are no links between the USA and Japanese stock markets with both large and small European stock exchanges which imply that there exist potential benefits to investors from diversifying portfolios across these countries. |
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