An Empirical investigation of the Baltic stock markets global integration

Collection:
Mokslo publikacijos / Scientific publications
Document Type:
Straipsnis / Article
Language:
Anglų kalba / English
Title:
An Empirical investigation of the Baltic stock markets global integration
In the Journal:
Procedia - social and behavioral sciences. 2015, 213, p. 430-435. 20th International scientific conference "Economics and Management 2015 (ICEM-2015)"
Summary / Abstract:

ENThis empirical study focuses on the empirical investigation of the global integration of the Baltic stock markets. The purpose of the article is to assess the level of global integration of the Baltic stock markets. The research methods: the systemic, logical and comparative analysis of the scientific literature, the analysis of the statistical data, cross correlation analysis, Granger causality test. The main empirical findings of this study suggest that the global integration of the Lithuanian and Estonian stock markets is higher comparing to Latvian stock market despite the low degree of international integration of these stock markets in general. [From the publication]

DOI:
10.1016/j.sbspro.2015.11.562
ISSN:
1877-0428
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https://www.lituanistika.lt/content/71527
Updated:
2022-01-24 12:10:06
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