Integration Of Financial Markets
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References listed on IDEAS
- Korajczyk, Robert A, 1996.
"A Measure of Stock Market Integration for Developed and Emerging Markets,"
World Bank Economic Review,
World Bank Group, vol. 10(2), pages 267-289, May.
- Korajczyk, Robert A., 1995. "A measure of stock market integration for developed and emerging markets," Policy Research Working Paper Series 1482, The World Bank.
- Georges de Ménil, 1999. "Real capital market integration in the EU: How far has it gone? What will the effect of the euro be?," Economic Policy, CEPR;CES;MSH, vol. 14(28), pages 165-201, April.
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KeywordsFinancial markets Integration; Johansen test; VAR-ECM; Engle- Granger Two stage method; Developed nations; Developing Nations.;
- G - Financial Economics
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