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|z 9781451874419
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|a 1018-5941
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|a Del Negro, Marco.
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|a International Stock Returns and Market Integration :
|b A Regional Perspective /
|c Marco Del Negro, Robin Brooks.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2002.
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|a 1 online resource (28 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide the global stock market into the Americas, Asia, and Europe and find that most of the variation explained by country effects is actually due to region effects. Over time, these region effects have fallen. Within regions, however, only in Europe has segmentation declined, while it has increased elsewhere. Europe is also the only region where industry effects are now robustly more important than country effects.
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|a Mode of access: Internet
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|a Brooks, Robin.
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|a IMF Working Papers; Working Paper ;
|v No. 2002/202
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2002/202/001.2002.issue-202-en.xml
|z IMF e-Library
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