Apte, Prakash Gajanan (contributor); Sercu, Piet (contributor) - 2001 - [Elektronische Ressource]
that assumes
perfectlyintegratedfinancialmarkets. Someofthecountrieswithgoodrecordsinthisfield
have been tracking Germany too …
marketandwhosesecuritiesdominatetheworldstockmarket: theUSA;theUK,despitea
dualexchangerateintheearlyeighties;Germany;andJapan,despiteitsexchangecontrols
priorto1982;and …,andend-of-quarterexchangeratedatafromIFSfortheUnitedStates(US),Japan
(JP), Germany (DE), the United Kingdom (UK), and Switzerland (CH), over the period
1974:I to 1994:IV. We take the USD as …