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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Del Negro, Marco
अन्य लेखक: Brooks, Robin
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2002.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2002/202
ऑनलाइन पहुंच:Full text available on IMF