Learning about financial market integration from principal components analysis measuring economic integration

Using principal components analysis, I examine capital market integration of 15 industrialized economies from 1875 to 2009. The methodology accounts for several dimensions of integration (markets comovement and segmentation) and delivers more credible conclusions concerning the patterns of financial...

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Veröffentlicht in:CESifo GmbH CESifo economic studies
1. Verfasser: Volosovych, Vadym (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
financial markets integration > nominal returns > real returns > principal components > sovereign bonds > Aufsatz in Zeitschrift
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