Publication:
Stock Market Regulations and Internacional Financial Integration: the case of Spain

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URI: https://hdl.handle.net/10016/4703
ISSN: 1466-4364
DOI: 10.1080/13518479500000025
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stock_pena_EJF_1995_ps.pdf (1.2 MB)
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1995
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Routledge
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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.
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Financial integration, Market reforms, Stochastic volatility
Bibliographic citation
European journal of finance, 1995, vol. 1, n. 4, p. 367-382
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