Description

• Title:
  Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012
• Creator:
  Szulc, Elżbieta;
  Wleklińska, Dagna
• 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.
• Object availability:
  free access
• Rights:
  Prawa autorskie (c) 2015 Dynamic Econometric Models
• Date:
  2015.12.28
• Type:
  info:eu-repo/semantics/article;
  info:eu-repo/semantics/publishedVersion
• Language:
  English
• Source:
  Dynamic Econometric Models; Vol. 15 (2015); 5−26;
  Dynamic Econometric Models; Tom 15 (2015); 5−26;
  2450-7067;
  1234-3862
• Format:
  application/pdf
• Publisher:
  Nicolaus Copernicus University
• Relation: https://apcz.umk.pl/DEM/article/view/DEM.2015.001/8944
• Subject:
  stock exchanges;
  convergence;
  spatial regimes;
  physical and economic distance;
  connectivity matrix;
  spatial panel models
• Identifier: https://apcz.umk.pl/DEM/article/view/DEM.2015.001
• Data provider:
  Akademicka Platforma Czasopism
• Can I use it?:
  seek permission
• Type:
  text