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Volumn 11, Issue 3-4, 2001, Pages 265-287

Has financial market integration increased during the nineties?

Author keywords

F36; Financial market integration; Financial market linkages; G15; Stochastic discount factor

Indexed keywords


EID: 0037683633     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(01)00036-1     Document Type: Article
Times cited : (42)

References (7)
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  • 2
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    • Chen, Z.1    Knez, P.J.2
  • 3
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    • Hansen, L.P.1    Jagannathan, R.2
  • 5
    • 0010274340 scopus 로고    scopus 로고
    • Assessing specification errors in stochastic discount factor models
    • Hansen L.P., Jagannathan R. Assessing specification errors in stochastic discount factor models. J. Finance. 52:(2):1997;557-590.
    • (1997) J. Finance , vol.52 , Issue.2 , pp. 557-590
    • Hansen, L.P.1    Jagannathan, R.2
  • 6
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    • International investment diversification before and after the October 19, 1987 stock market crisis
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    • Le, S.V.1
  • 7
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    • The internationalisation of stock markets and the abolition of UK exchange control
    • Taylor M.P., Tonks I. The internationalisation of stock markets and the abolition of UK exchange control. Rev. Econ. Stat. 71:1989;332-336.
    • (1989) Rev. Econ. Stat. , vol.71 , pp. 332-336
    • Taylor, M.P.1    Tonks, I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.