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Market integration and convergence in the world wheat market, 1800-2000

Federico, Giovanni (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003316322

International financial integration through the law of one price

Levy Yeyati, Eduardo; Schmukler, Sergio L.; Horen, … - 2006

Persistent link: https://www.econbiz.de/10003319272

International financial integration through the law of one price : the role of liquidity and capital controls

Levy Yeyati, Eduardo; Schmukler, Sergio L.; Horen, … - In: Journal of financial intermediation 18 (2009) 3, pp. 432-463

Persistent link: https://www.econbiz.de/10003878953

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

Persistent link: https://www.econbiz.de/10003880587

Testing for convergence in stock markets : a non-linear factor approach

Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009

This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...