Cappiello, Lorenzo (contributor); … - 2005
increase
might be the relatively high integration of the short-end of the yield curves for France and Germany
after the … of
Financial Studies, 13, pp. 1-42.
Bekaert, G., and C. R. Harvey, 1995, “Time-Varying World Market Integration … opportunities
changes over time; these changes are governed by one or more state variables, .m,,l,X
l
K1 = Risk-
averse rational …