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

Research output: Chapter in Book/Report/Conference proceedingChapter

Author(s)

Department/unit(s)

Publication details

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

Publication series

NameRoutledge International Studies in Money and Banking
PublisherRoutledge
Volume30

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