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The role of foreign trade in the process of financial integration: the case of European Union countries

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86084335" target="_blank" >RIV/61989100:27510/12:86084335 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The role of foreign trade in the process of financial integration: the case of European Union countries

  • Original language description

    The importance of monetary integration is increasing and the adoption of a common currency has to be accompanied by financial market integration. Using a data sample of EU member countries over the period 1994-2008 we assess the impact of the individualfactors which dominated the process of financial market integration in the selected region. The empirical model is estimated by using the econometric method of panel regression. Because of the existence of reverse causality, i.e. the existence of simultaneity between the dependent variable and one of the explanatory variables (foreign trade) of the "basic" model, another equation was added into the model and this simultaneous equations model was then estimated by using the instrumental variables methodand the two stage least squares method (the ?new? model). We conclude that foreign trade has a positive impact on the financial integration and that increasing financial integration leads to more intensive foreign trade among these countr

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GAP403%2F11%2F2073" target="_blank" >GAP403/11/2073: Procyclicality of financial markets, asset price bubbles and macroprudential regulation</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2012

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of 30th International Conference Mathematical Methods in Economics : 11-13 September 2012, Karviná, Czech Republic

  • ISBN

    978-80-7248-779-0

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    512-517

  • Publisher name

    Slezská univerzita v Opavě

  • Place of publication

    Opava

  • Event location

    Karviná

  • Event date

    Sep 11, 2012

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article