The effectiveness of several market integration measures when facing a market turmoil

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dc.contributor.author Pardo, Ángel
dc.contributor.author Balbás, Alejandro
dc.contributor.author Meneu, Vicente
dc.date.accessioned 2012-01-13T18:24:51Z
dc.date.available 2012-01-13T18:24:51Z
dc.date.issued 2003
dc.identifier.bibliographicCitation Journal of Derivatives & Hedge Funds, 2003, v. 8, nº 4, pp. 345-368
dc.identifier.issn 1753-9641
dc.identifier.uri http://hdl.handle.net/10016/12948
dc.description.abstract Many market integration measures are operationalised to compute their numerical values during a period characterised by lack of stability and market turmoil. The results of the test give their degree of effectiveness, and revel that measures based on the principles of asset valuation, versus statistical measures, more clearly yield the level of integration of financial markets.
dc.description.sponsorship CICYT (reference number: BEC2000-1388-C04-04)
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Palgrave Macmillan
dc.subject.other Effectiveness
dc.subject.other Securities markets
dc.subject.other Correlation analysis
dc.subject.other Mathematical models
dc.title The effectiveness of several market integration measures when facing a market turmoil
dc.type article
dc.description.status Publicado
dc.relation.publisherversion http://search.proquest.com/docview/232032292?accountid=14501
dc.subject.eciencia Empresa
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 345
dc.identifier.publicationissue 4
dc.identifier.publicationlastpage 368
dc.identifier.publicationtitle Journal of Derivatives & Hedge Funds
dc.identifier.publicationvolume 8
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