Less is more : testing financial integration using identification-robust asset pricing models
Year of publication: |
November 2016
|
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Authors: | Beaulieu, Marie-Claude ; Gagnon, Marie-Hélène ; Khalaf, Lynda |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 45.2016, p. 171-190
|
Subject: | International asset pricing | Financial integration | Identification | Exact inference | CAPM | Finanzmarkt | Financial market | Marktintegration | Market integration | Theorie | Theory | Internationaler Finanzmarkt | International financial market |
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