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Author:Swanson, P.E.
Title:The interrelatedness of global equity markets, money markets, and foreign exchange markets
Journal:International Review of Financial Analysis
2003 : VOL. 12:2, p. 135-155
Index terms:Money markets
Foreign exchange market
Stock markets
Integration
Language:eng
Abstract:Strong evidence exists that international money markets and international equity markets are becoming increasingly integrated over time. The article incorporates foreign exchange values as partial determinants of equity returns and money market returns and investigates the interactions among these three asset markets from a global perspective.
SCIMA record nr: 248384
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