Which Market Integration Measure?
| Project Start: | 01/2015 |
| Status: | Completed |
| Researchers: | Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel |
| Area: | Financial Markets |
| Funded by: | LOEWE |
Related Published Papers
| Author/s | Title | Year | Area | Keywords |
|---|---|---|---|---|
| Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel | Which Market Integration Measure? Journal of Banking and Finance | 2016 | Financial Markets | Equity market integration, dynamic correlation, principal components, international diversification benefits |
Related Working Papers
| No. | Author/s | Title | Year | Area | Keywords |
|---|---|---|---|---|---|
| 159 | Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel | Which Market Integration Measure? | 2016 | Financial Markets | Equity market integration, dynamic correlation, principal components, international diversification benefits |
In this Section:
