Economic integration and stock market comovement in the Americas

Using daily returns from 1988 through 1999 for Argentina, Brazil, Chile, Mexico, and Canada, and from 1993 to 1999 for Colombia, Peru and Venezuela, we investigate to what degree these equity markets are integrated with the US equity market and examine the factors that affect the level of economic i...

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Veröffentlicht in:	Journal of multinational financial management 2003-02, Vol.13 (1), p.85-100
Hauptverfasser:	Johnson, Robert, Soenen, Luc
Format:	Artikel
Sprache:	eng
Schlagworte:	Americas Economic integration Equity Exchange rates Finance Latin America Stock exchange Stock market
Online-Zugang:	Volltext
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