An asset market integration test based on observable macroeconomic stochastic discount factors

Peter Nigel Smith, Steffen Sorensen, Mike Wickens

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationExchange Rates, Capital Flows and Policy
EditorsRebecca Driver, Peter Sinclair, Christoph Thoenissen
PublisherRoutledge
Pages204-223
Number of pages20
ISBN (Print)978-0415352635
Publication statusPublished - Nov 2004

Publication series

NameRoutledge International Studies in Money and Banking
PublisherRoutledge
Volume30

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