International Stock Returns and Market Integration : A Regional Perspective /

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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Del Negro, Marco
مؤلفون آخرون: Brooks, Robin
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2002.
سلاسل:IMF Working Papers; Working Paper ; No. 2002/202
الوصول للمادة أونلاين:Full text available on IMF