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Testing for international equity market integration using regime switching cointegration techniques
- Source :
- Review of Financial Economics. Fall, 2006, Vol. 15 Issue 4, p305, 17 p.
- Publication Year :
- 2006
-
Abstract
- The degree of market integration across individual country equity indices using modern cointegration techniques is analyzed.
Details
- Language :
- English
- ISSN :
- 10583300
- Volume :
- 15
- Issue :
- 4
- Database :
- Gale General OneFile
- Journal :
- Review of Financial Economics
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.157409571