Financial Integration : A New Methodology and An Illustration

A New Methodology and An Illustration

Financial Integration : A New Methodology and An Illustration
This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained only by the fact that they must be equal across... READ MORE...

Publication date: June 2004
ISBN 9781451853377
$15.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: June 2004

PDF

Publication date: June 2004

ePub

Publication date: June 2004

Mobi

Publication date: June 2004

English