Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "10483"
#_source: array:26 [
"id" => "10483"
"slug" => "a-core-periphery-framework-in-stock-markets-of-the-euro-zone"
"yearMonth" => "2013-01"
"year" => "2013"
"title" => "A core–periphery framework in stock markets of the euro zone"
"description" => "RAMOS, S. et DIAS, J. (2013). A core–periphery framework in stock markets of the euro zone. <i>Economic Modelling</i>, 35(C), pp. 320-329.
RAMOS, S. et DIAS, J. (2013). A core–periphery framework in stock markets of the euro zone. <i>Econo
"
"authors" => array:2 [
0 => array:3 [
"name" => "RAMOS Sofia"
"bid" => "B00683001"
"slug" => "ramos-sofia"
]
1 => array:1 [
"name" => "DIAS José"
]
]
"ouvrage" => ""
"keywords" => array:3 [
0 => "EMY"
1 => "Regime switching models"
2 => "Stock market cycles"
]
"updatedAt" => "2021-07-13 14:31:36"
"publicationUrl" => "https://www.sciencedirect.com/science/article/abs/pii/S0264999313002782"
"publicationInfo" => array:3 [
"pages" => "320-329"
"volume" => "35"
"number" => "C"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
The introduction of the euro was expected to have an effect not only on real convergence of economies\n
The introduction of the euro was expected to have an effect not only on real convergence of economie
but also on stock markets. This research compares the dynamics and synchronization of stock market\n
regimes in European markets before and after the euro launch. Countries of the euro zone are found to\n
regimes in European markets before and after the euro launch. Countries of the euro zone are found t
have different dynamics with regard to switching between bull and bear markets, but the differences become\n
have different dynamics with regard to switching between bull and bear markets, but the differences
less pronounced after the introduction of the single currency, increasing the overall level of stock\n
less pronounced after the introduction of the single currency, increasing the overall level of stock
market synchronization. Nevertheless, Austria and Portugal reduced the level of regime synchronization\n
market synchronization. Nevertheless, Austria and Portugal reduced the level of regime synchronizati
with other stock markets. The results delineate a framework of core–periphery stock markets, i.e., a large\n
with other stock markets. The results delineate a framework of core–periphery stock markets, i.e., a
group of stock markets that share the same market regime, with some others on the periphery characterized\n
group of stock markets that share the same market regime, with some others on the periphery characte
by distinctive behavior.
"""
"en" => """
The introduction of the euro was expected to have an effect not only on real convergence of economies\n
The introduction of the euro was expected to have an effect not only on real convergence of economie
but also on stock markets. This research compares the dynamics and synchronization of stock market\n
regimes in European markets before and after the euro launch. Countries of the euro zone are found to\n
regimes in European markets before and after the euro launch. Countries of the euro zone are found t
have different dynamics with regard to switching between bull and bear markets, but the differences become\n
have different dynamics with regard to switching between bull and bear markets, but the differences
less pronounced after the introduction of the single currency, increasing the overall level of stock\n
less pronounced after the introduction of the single currency, increasing the overall level of stock
market synchronization. Nevertheless, Austria and Portugal reduced the level of regime synchronization\n
market synchronization. Nevertheless, Austria and Portugal reduced the level of regime synchronizati
with other stock markets. The results delineate a framework of core–periphery stock markets, i.e., a large\n
with other stock markets. The results delineate a framework of core–periphery stock markets, i.e., a
group of stock markets that share the same market regime, with some others on the periphery characterized\n
group of stock markets that share the same market regime, with some others on the periphery characte
by distinctive behavior.
"""
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-02-23T07:21:40.000Z"
"docTitle" => "A core–periphery framework in stock markets of the euro zone"
"docSurtitle" => "Articles"
"authorNames" => "<a href="/cv/ramos-sofia">RAMOS Sofia</a>, DIAS José"
"docDescription" => "<span class="document-property-authors">RAMOS Sofia, DIAS José</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2013</span>
<span class="document-property-authors">RAMOS Sofia, DIAS José</span><br><span class="document-prope
"
"keywordList" => "<a href="#">EMY</a>, <a href="#">Regime switching models</a>, <a href="#">Stock market cycles</a>"
"docPreview" => "<b>A core–periphery framework in stock markets of the euro zone</b><br><span>2013-01 | Articles </span>
<b>A core–periphery framework in stock markets of the euro zone</b><br><span>2013-01 | Articles </sp
"
"docType" => "research"
"publicationLink" => "<a href="https://www.sciencedirect.com/science/article/abs/pii/S0264999313002782" target="_blank">A core–periphery framework in stock markets of the euro zone</a>
<a href="https://www.sciencedirect.com/science/article/abs/pii/S0264999313002782" target="_blank">A
"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.795128
+"parent": null
}