The degree of integration of equity markets in Central Europe (new member EU countries) with the US and UK equity markets

Journal Title: Central European Review of Economics and Finance - Year 2016, Vol 11, Issue 1

Abstract

The 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.(original abstract)

Authors and Affiliations

SÅ‚awomir Bukowski, Robin Gowers

Keywords

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  • EP ID EP209814
  • DOI -
  • Views 89
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How To Cite

SÅ‚awomir Bukowski, Robin Gowers (2016). The degree of integration of equity markets in Central Europe (new member EU countries) with the US and UK equity markets. Central European Review of Economics and Finance, 11(1), 5-26. https://europub.co.uk/articles/-A-209814