The Effects of Financial Deregulation on Integration : An Australian Perspective
This paper uses the model developed by Jorion and Schwartz (1986) to test whether the Australian capital market is segmented from or integrated into the world capital market. Using industry portfolio data for the period 1974 to 1992, we examine whether the Australian market was segmented from the world financial markets in the first half of this period, when the domestic market was subjected to considerable regulatory controls.
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