Financial Integration; A New Methodology and An Illustration
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- Robert P. Flood & Andrew K. Rose, 2005. "Financial Integration: A New Methodology And An Illustration," Journal of the European Economic Association, MIT Press, vol. 3(6), pages 1349-1359, December.
- Robert P. Flood & Andrew K. Rose, 2003. "Financial Integration: A New Methodology and an Illustration," NBER Working Papers 9880, National Bureau of Economic Research, Inc.
- Flood, Robert P & Rose, Andrew K, 2003. "Financial Integration: A New Methodology and an Illustration," CEPR Discussion Papers 4027, C.E.P.R. Discussion Papers.
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More about this item
KeywordsAsset prices; United States; risk-free; rate; intertemporal; asset; market; expected; price; stock; conditional; nasdaq; equation; covariance; bootstrap; statistics; assest;
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-10-22 (All new papers)
- NEP-CFN-2005-10-22 (Corporate Finance)
- NEP-FIN-2005-10-22 (Finance)
- NEP-FMK-2005-10-22 (Financial Markets)
- NEP-SEA-2005-10-22 (South East Asia)
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