haku: @author Flood, R. P. / yhteensä: 9
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| Tekijä: | Flood, R. P. Rose, A. K. |
| Otsikko: | Financial integration: a new methodology and an illustration |
| Lehti: | Journal of the European Economic Association
2005 : DEC, VOL. 3:6, p. 1349-1359 |
| Asiasana: | assets america |
| Kieli: | eng |
| Tiivistelmä: | This article discusses a simple methodology to test for asset integration by estimating and compering risk-free rates accross assets. The authors find that internal integration in the S&P 500 market is never rejected and is generally not rejected in the NASDAQ. |
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