Stock market regulations and international financial integration: the case of Spain

J. I. Pena and Esther Ruiz ()

The European Journal of Finance, 1995, vol. 1, issue 4, 367-382

Abstract: International financial integration effects on the Spanish stock market are studied, both for the conditional mean and conditional variance. New institutional regulations in Spain are taken into account and their efficiency consequences are addressed. Results suggest an increasing international integration but nontrivial opportunities for financial diversification may still be relevant.

Keywords: financial integration; market reforms; stochastic volatility (search for similar items in EconPapers)
Date: 1995
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DOI: 10.1080/13518479500000025

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