The research project intends to analyze the degree of integration among European financial markets on the basis on econometric models which are consistent, on the one hand, with the main economic theories and, on the other hand, with empirical phenomena. Specifically the focus will be on: a) the empirical analysis of European stock and bond markets; the analysis will try to evaluate: a1) the degree of integration of European financial markets; a2) the role of fundamentals and of financial and banking institutions; b) the development and extension of the theoretical econometric models considered above based both on empirical and on theoretical findings.
Econometric models for the analysis of financial markets: the integration process in the Euro Area
PARUOLO, PAOLO
2002-01-01
Abstract
The research project intends to analyze the degree of integration among European financial markets on the basis on econometric models which are consistent, on the one hand, with the main economic theories and, on the other hand, with empirical phenomena. Specifically the focus will be on: a) the empirical analysis of European stock and bond markets; the analysis will try to evaluate: a1) the degree of integration of European financial markets; a2) the role of fundamentals and of financial and banking institutions; b) the development and extension of the theoretical econometric models considered above based both on empirical and on theoretical findings.
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