Which market integration measure?
Year of publication: |
2016
|
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Authors: | Billio, Monica ; Donadelli, Michael ; Paradiso, Antonio ; Riedel, Max |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | equity market integration | dynamic correlation | principal components | international diversification benefits |
Series: | SAFE Working Paper ; 159 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2883995 [DOI] 875135498 [GVK] hdl:10419/148425 [Handle] RePEc:zbw:safewp:159 [RePEc] |
Classification: | F15 - Economic Integration ; f44 ; G15 - International Financial Markets |
Source: |
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Which market integration measure?
Billio, Monica, (2016)
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Which market integration measure?
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Measuring financial integration : lessons from the correlation
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Which market integration measure?
Billio, Monica, (2016)
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Measuring financial integration : lessons from the correlation
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Measuring Financial Integration : Lessons from the Correlation
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