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Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012
Dynamic Econometric Models
View Archive Info| Field | Value | |
| Title |
Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012
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| Creator |
Szulc, Elżbieta; Nicolaus Copernicus University
Wleklińska, Dagna; Nicolaus Copernicus University |
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| Subject |
stock exchanges; convergence; spatial regimes; physical and economic distance; connectivity matrix; spatial panel models
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| Description |
The paper concerns the convergence of selected stock exchanges from the point of view of their development. It presents the methodological approach which points up taking into account spatial and economic connections among stock markets in convergence analyses. In this analysis the need for division of the stock exchanges according to a spatial regimes is pointed up as well. The research includes 42 largest trading floors analyzed in the period of 2004-2012. The empirical data refer to six diagnostic variables acknowledged as the important determinants of the development of stock markets.
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| Publisher |
Nicolaus Copernicus University
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| Contributor |
—
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| Date |
2015-12-28
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
http://apcz.umk.pl/czasopisma/index.php/DEM/article/view/DEM.2015.001
10.12775/DEM.2015.001 |
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| Source |
Dynamic Econometric Models; Vol 15 (2015); 5−26
Dynamic Econometric Models; Vol 15 (2015); 5−26 2450-7067 1234-3862 |
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| Language |
eng
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| Relation |
http://apcz.umk.pl/czasopisma/index.php/DEM/article/view/DEM.2015.001/8944
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| Rights |
Copyright (c) 2015 Dynamic Econometric Models
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