Time Varying Market Integration and Expected Rteurns in Emerging Markets

Frank de Jong and F.A. de Roon
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F.A. de Roon: Tilburg University, Center For Economic Research

No 2001-78, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: return on investment; economic integration; international financial markets; capital markets (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Time-varying market integration and expected returns in emerging markets (2005)
Working Paper: Time-Varying Market Integration and Expected Returns in Emerging Markets (2001)
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