Curto, José Dias; Pinto, José Castro; Fernandes, Joao … - In: Czech Journal of Economics and Finance (Finance a uver) 56 (2006) 7-8, pp. 344-360
This paper is an assessment of international equity-market integration and uses an innovative approach to segment equity markets into related geographic areas. The authors´ focus is on the relationships among the returns of the dominant national equity indexes by continent. To understand how...