International Stock Returns and Market Integration: A Regional Perspective
November 1, 2002
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Format: Chicago
Summary
Subject: Balance of payments, Capital account, Financial institutions, Financial markets, International trade, Market capitalization, North American Free Trade Agreement, Stock markets, Stocks
Keywords: Asia and Pacific, Capital account, Diversification, Dummy variable, Europe, Global, Industrial structure, International financial markets, Market capitalization, Mean absolute deviations, North American Free Trade Agreement, Portfolio manager, Region effect, Risk, Southeast Asia, Stock markets, Stock portfolio, Stocks, TMT firm, U.S. dollar, Western Europe, WP
Publication Details
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Pages:
28
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2002/202
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Stock No:
WPIEA2000202
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ISBN:
9781451874419
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ISSN:
1018-5941