期刊名称：International Business & Economics Research Journal
印刷版ISSN：1535-0754
电子版ISSN：2157-9393
出版年度：2011
卷号：10
期号：3
页码：63-70
语种：English
出版社：The Clute Institute for Academic Research
摘要：This paper analyzes the effect of the Euro on structural breaks in financial market variables in a sample of three EMU (France, Germany, Netherlands) and two non-EMU (U.K. and Switzerland) countries from March 1984 to November 2002. We identify two dates when integration-related structural breaks occurred in European asset pricing; the first in 1986 affected all sample countries whereas the second in 2000 affected only the EMU countries and could be attributed to the adoption of Euro in 1999.
