Economics at your fingertips  

Analysis of structural breaks in the stock market integration of mexico into world

Mohamed Arouri () and Jamel Jouini ()

Economics Bulletin, 2009, vol. 29, issue 2, 1380-1392

Abstract: This paper studies the Mexican stock market integration process. First, we estimate the time-varying Mexican degree of market integration using an international CAPM with segmentation effects. Second, we study the structural breaks in this series. Finally, we relate the obtained results to important facts and economic events.

Keywords: International Asset Pricing; Segmentation; Emerging Markets; Structural Breaks. (search for similar items in EconPapers)
JEL-codes: G1 F3 (search for similar items in EconPapers)
Date: 2009-06-10
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link) (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

More articles in Economics Bulletin from AccessEcon
Bibliographic data for series maintained by John P. Conley ().

Page updated 2021-06-06
Handle: RePEc:ebl:ecbull:eb-09-00159