Which Market Integration Measure?

Project Start: 01/2015
Status: Completed
Researchers: Monica Billio, Michael Donadelli, Antonio Paradiso, Max Riedel
Category: Financial Markets

Related Published Papers

Author/s Title Year Research 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 Research 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

 

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