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

e-Archivo Repository

Show simple item record Pardo, Ángel Balbás, Alejandro Meneu, Vicente 2012-01-13T18:24:51Z 2012-01-13T18:24:51Z 2003
dc.identifier.bibliographicCitation Journal of Derivatives & Hedge Funds, 2003, v. 8, nº 4, pp. 345-368
dc.identifier.issn 1753-9641
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.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
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)

This item appears in the following Collection(s)

Show simple item record