Segmentation across International Equity, Bond, and Foreign Exchange Markets
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References listed on IDEAS
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More about this item
KeywordsMarket integration; GMM; Stochastic discount factor models; Hansen and Jagannathan distance;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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