Financial Integration: A New Methodology and an Illustration
收藏NBER2003-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w9880
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资源简介：
This paper develops a simple new methodology to test for asset integration and applies it within and between American stock markets. Our technique is tightly based on a general intertemporal asset-pricing model, and relies on estimating and comparing expected risk-free rates across assets. Expected
提供机构：
美国国家经济研究局
创建时间：
2003-08-01
