YANG, JIAN; KHAN, MOOSA M.; POINTER, LUCILLE - In: Emerging Markets Finance and Trade 39 (2003) 6, pp. 39-53
This paper examines whether long-run integration between the United States and many international stock markets has strengthened over time, with special attention paid to the impact of the abolition of capital control in these markets and the 1987 international stock market crash. The results...