Economic determinants of evolution in international stock market integration

@inproceedings{Bracker1999EconomicDO,
  title={Economic determinants of evolution in international stock market integration},
  author={Kevin Bracker and Diane Scott Docking and Paul d. Koch},
  year={1999}
}
This study investigates how and why different pairs of national equity markets display differing degrees of co-movement over time. We interpret a greater degree of co-movement to reflect greater stock market integration. We hypothesize the extent of stock market integration may depend upon certain macroeconomic variables that characterize and influence the degree of economic integration between two countries. As the degree of economic integration varies over time for a given pair of countries… CONTINUE READING

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