Financial integration in the EU28 equity markets: Measures and drivers
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DOI: 10.1016/j.finmar.2021.100633
Abstract: Abstract We examine time-invariant and time-varying market integration across European stock markets. Financial integration increases during the sovereign debt crisis and is mainly driven by macroeconomic variables, market capitalization, political uncertainty, and technological developments. Higher… read more here.
Keywords: markets measures; integration eu28; integration; equity markets ... See more keywords