Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?

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Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?

PEDERSEN, Michael
Title: Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?
Author: PEDERSEN, Michael
Date: 2002
Publisher: European University Institute
Series/Report no.: EUI ECO; 2002/17
URI: http://hdl.handle.net/1814/789

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704