The Impact of the EMUon the Structure of European Equity Returns : An Empirical Analysis of the First 21 Months /
Using symmetric data sets of 92 weekly return observations before and after the introduction of the euro, the paper analyzes the impact of the new currency on the return structure of equity markets in the European Monetary Union. Variance decompositions, cluster analyses, and principle component ana...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2001
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| Series: | IMF Working Papers ;
Working Paper No. 01/84 IMF Working Papers; Working Paper ; No. 2001/084 IMF eLibrary |
| Subjects: | |
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