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Volumn 16, Issue 1, 2006, Pages 1-3

Measuring and assessing the effects and extent of international bond market integration

Author keywords

Equity markets; International integration

Indexed keywords


EID: 32244448378     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.05.001     Document Type: Article
Times cited : (8)

References (9)
  • 2
    • 0035042896 scopus 로고    scopus 로고
    • Irreducibility and structural cointegrating relations: An application to the G-7 long-term interest rates
    • M.R. Barassi G.M. Caporale S.G. Hall Irreducibility and structural cointegrating relations: An application to the G-7 long-term interest rates International Journal of Finance and Economics 6 2 2001 127-138
    • (2001) International Journal of Finance and Economics , vol.6 , Issue.2 , pp. 127-138
    • Barassi, M.R.1    Caporale, G.M.2    Hall, S.G.3
  • 3
    • 0346331603 scopus 로고    scopus 로고
    • Expected returns, risk and the integration of international bond markets
    • D. Barr R. Priestley Expected returns, risk and the integration of international bond markets Journal of International Money and Finance 23 2004 71-97
    • (2004) Journal of International Money and Finance , vol.23 , pp. 71-97
    • Barr, D.1    Priestley, R.2
  • 5
    • 0036377499 scopus 로고    scopus 로고
    • Cross market correlations and transmission of information
    • S. Darbar P. Deb Cross market correlations and transmission of information Journal of Futures Markets 22 2002 1059-1082
    • (2002) Journal of Futures Markets , vol.22 , pp. 1059-1082
    • Darbar, S.1    Deb, P.2
  • 6
    • 84987486787 scopus 로고
    • Modeling international long-term interest rates
    • R.P. DeGennaro R.A. Kunkel J. Lee Modeling international long-term interest rates Financial Review 29 1994 577-597
    • (1994) Financial Review , vol.29 , pp. 577-597
    • DeGennaro, R.P.1    Kunkel, R.A.2    Lee, J.3
  • 7
    • 84993913346 scopus 로고
    • Time varying expected returns in international bond markets
    • A. Ilmanen Time varying expected returns in international bond markets Journal of Finance 50 1995 481-506
    • (1995) Journal of Finance , vol.50 , pp. 481-506
    • Ilmanen, A.1
  • 8
    • 0042367653 scopus 로고    scopus 로고
    • Increasing convergence among European stock markets? A recursive common stochastic trends analysis
    • J. Rangvid Increasing convergence among European stock markets? A recursive common stochastic trends analysis Economic Letters 71 2001 383-389
    • (2001) Economic Letters , vol.71 , pp. 383-389
    • Rangvid, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.