Frijns, Bart; Tourani-Rad, Alireza; Indriawan, Ivan - In: Journal of Banking & Finance 36 (2012) 3, pp. 644-653
This paper investigates the role of political crises in explaining the degree of stock market integration in emerging markets over the period 1991–2006. Using the International Crisis Behavior database, which contains detailed information on political crises around the world, and employing...