BERGER, T.; POZZI, L. - Faculteit Economie en Bedrijfskunde, Universiteit Gent - 2011
We investigate financial market integration by looking at the stock market linkages of five developed countries (France, Germany, Japan, the UK, and the US) over the period 1970:1- 2010:8. We measure the time-varying degree of world stock market integration of each country through the...