Which Market Integration Measure?

Projekt Start:01/2015
Status:Beendet
Forscher:Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel
Kategorie: Financial Markets
Finanziert von:LOEWE

Zugehörige publizierte Papers

Forscher/innenTitelJahrProgrammbereichKeywords
Monica Billio, Michael Donadelli, Antonio Paradiso, Max RiedelWhich Market Integration Measure?
Journal of Banking and Finance
2016 Financial Markets Equity market integration, dynamic correlation, principal components, international diversification benefits

Zugehörige Working Papers

Nr.Forscher/innenTitelJahrProgrammbereichKeywords
159Monica Billio, Michael Donadelli, Antonio Paradiso, Max RiedelWhich Market Integration Measure?2016 Financial Markets Equity market integration, dynamic correlation, principal components, international diversification benefits
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