The Integration of International Capital Markets

Haluk Akdogan

in Books from Edward Elgar Publishing

Abstract: Haluk Akdogan’s innovative study uses asset pricing theories to test the status of international capital market integration. This book differs fundamentally from other studies of integration in two respects. First, it is based entirely upon financial theory rather than the pure theory of international trade, and second, it develops several different empirical models of capital market integration. These models are empirically tested using the modern capital asset pricing approach and drawing on data taken from 26 stock markets all over the world.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: G0 (search for similar items in EconPapers)
Date: 1995
ISBN: 9781858981314
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Citations: View citations in EconPapers (18)

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