Time-varying market integration and expected returns in emerging markets

Frank de Jong and Frans A. de Roon

Journal of Financial Economics, 2005, vol. 78, issue 3, 583-613

Date: 2005
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Working Paper: Time-Varying Market Integration and Expected Returns in Emerging Markets (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:78:y:2005:i:3:p:583-613

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