An asset market integration test based on observable macroeconomic stochastic discount factors
P. N. Smith, S. Sorensen and M. R. Wickens
| Year of publication: |
2005
|
|---|---|
| Authors: | Smith, Peter N. ; Sorensen, Steffen ; Wickens, Mike R. |
| Published in: |
Exchange rates, capital flows and policy. - London [u.a.] : Routledge, ISBN 0-415-35263-0. - 2005, p. 204-223
|
| Subject: | Wertpapierhandel | Securities trading | Marktintegration | Market integration | Risikoprämie | Risk premium | Statistischer Test | Statistical test |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002553339