Time-Varying World Market Integration
收藏NBER1994-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4843
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资源简介：
We propose a conditional measure of capital market integration that allows us to characterize both the cross-section and time-series of expected returns in developed and emerging markets. Our measure, which arises from a conditional regime-switching model, allows us to describe expected returns in
提供机构：
美国国家经济研究局
创建时间：
1994-08-01
