The Impact of the Euro Conversion on the Efficiency and Correlation of European Financial Markets: A Frequency Domain Approach

Axel Grossmann; Emiliano Giudici; Marc W. Simpson

The Impact of the Euro Conversion on the Efficiency and Correlation of European Financial Markets: A Frequency Domain Approach

Axel Grossmann, Emiliano Giudici, Marc W. Simpson

Finance

Research output: Contribution to conference › Presentation

Abstract

This presentation was given during the Southern Finance Association Annual Meeting.

Original language	American English
State	Published - Nov 2008
Event	Southern Finance Association Annual Meeting (SFA) - Duration: Nov 18 2017 → …

Conference

Conference	Southern Finance Association Annual Meeting (SFA)
Period	11/18/17 → …

Disciplines

Finance and Financial Management

Keywords

Euro Conversion
European Financial Markets
Frequency Domain

Cite this

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title = "The Impact of the Euro Conversion on the Efficiency and Correlation of European Financial Markets: A Frequency Domain Approach",

abstract = " This presentation was given during the Southern Finance Association Annual Meeting.",

keywords = "Euro Conversion, European Financial Markets, Frequency Domain",

author = "Axel Grossmann and Emiliano Giudici and Simpson, \{Marc W.\}",

note = "{"}Losses and Real Estate Market Stress: A Porfolio Credit Risk Model Approach{"} Rosalind L. Bennett, Federal Deposit Insurance Corporation (Contact Author) Daniel A.; Southern Finance Association Annual Meeting (SFA) ; Conference date: 18-11-2017",

year = "2008",

month = nov,

language = "American English",

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TY - CONF

T1 - The Impact of the Euro Conversion on the Efficiency and Correlation of European Financial Markets: A Frequency Domain Approach

AU - Grossmann, Axel

AU - Giudici, Emiliano

AU - Simpson, Marc W.

N1 - "Losses and Real Estate Market Stress: A Porfolio Credit Risk Model Approach" Rosalind L. Bennett, Federal Deposit Insurance Corporation (Contact Author) Daniel A.

PY - 2008/11

Y1 - 2008/11

N2 - This presentation was given during the Southern Finance Association Annual Meeting.

AB - This presentation was given during the Southern Finance Association Annual Meeting.

KW - Euro Conversion

KW - European Financial Markets

KW - Frequency Domain

UR - https://www.etnpconferences.net/sfa/sfa2008/User/Program.php

M3 - Presentation

T2 - Southern Finance Association Annual Meeting (SFA)

Y2 - 18 November 2017

ER -

The Impact of the Euro Conversion on the Efficiency and Correlation of European Financial Markets: A Frequency Domain Approach

Abstract

Conference

Disciplines

Keywords

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Cite this