Claus, Edda; Lucey, Brian M. - In: Research in International Business and Finance 26 (2012) 2, pp. 137-163
The paper investigates stock market integration among 10 economies in the Asia Pacific region over the period April to May 2006 based on a recently developed technique that relies on estimating expected discount rates; see Flood and Rose (2005a,b). The results show a limited but varying degree...