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The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012
Dynamic Econometric Models
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| Title |
The Significance of Distance Between Stock Exchanges Undergoing the Process of Convergence: an Analysis of Selected World Stock Exchanges During the Period of 2004–2012
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| Creator |
Szulc, Elżbieta; Nicolaus Copernicus University, Department of Econometrics and Statistics
Wleklińska, Dagna Górna, Karolina Górna, Joanna |
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| Subject |
stock exchanges, convergence; physical and economic distance; connectivity matrix; spatial panel models
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| Description |
The paper concerns the convergence of selected world stock exchanges from the point of view of their development in the context of geographical and economic distance between them. It presents the methodological approach which points up the necessity of taking into account spatial and economic connections among stock markets in convergence analyses. The research includes 46 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 |
2015-04-15
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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.2014.007
10.12775/DEM.2014.007 |
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| Source |
Dynamic Econometric Models; Vol 14 (2014); 125-144
Dynamic Econometric Models; Vol 14 (2014); 125-144 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.2014.007/5255
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| Rights |
Copyright (c) 2015 Dynamic Econometric Models
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