Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns1
نویسندگان
چکیده
منابع مشابه
Does Bilateral Market and Financial Integration Explains International Co-Movement Patterns 1
This study aims to explore the relationship between market integration, foreign portfolio equity holding and inflation rates on international stock market linkages between Pakistan and India. To measure stock equity interlinkage, we constructed international co-movement index through rolling beta estimation. Market integration variable between these two countries is constructed using the Intern...
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ژورنال
عنوان ژورنال: International Journal of Financial Studies
سال: 2016
ISSN: 2227-7072
DOI: 10.3390/ijfs4020010