Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Year of publication: |
2014
|
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Authors: | Donadelli, Michael ; Paradiso, Antonio |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 28.2014, p. 206-220
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Subject: | Financial integration | Risk-sharing | Cross-country equity returns correlation | Real exchange rate volatility | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Kapitaleinkommen | Capital income | Marktintegration | Market integration | Welt | World | Schätzung | Estimation | Internationaler Finanzmarkt | International financial market | Korrelation | Correlation | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Wechselkurs | Exchange rate |
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