All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

 
Arouri Mohamed el hédi and Jamel Jouini
 
''Analysis of structural breaks in the stock market integration of mexico into world''
( 2009, Vol. 29 No.2 )
 
 
This paper studies the Mexican stock market integration process. First, we estimate the time-varying Mexican degree of market integration using an international CAPM with segmentation effects. Second, we study the structural breaks in this series. Finally, we relate the obtained results to important facts and economic events.
 
 
Keywords: International Asset Pricing, Segmentation, Emerging Markets, Structural Breaks.
JEL: G1 - General Financial Markets: General (includes Measurement and Data)
F3 - International Finance: General
 
Manuscript Received : Mar 19 2009 Manuscript Accepted : Jun 10 2009

  This abstract has been downloaded 312 times                The Full PDF of this paper has been downloaded 87710 times