Which market integration measure?-Reference-Cited by-同舟云学术

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Which market integration measure?

Published:2017-03 Issue: Volume:76 Page:150-174
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Billio M.^ORCID,Donadelli M.,Paradiso A.^ORCID,Riedel M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference73 articles.

1. EMU and European government bond market integration;Abad;J. Bank. Finance,2010

2. Analyse, compare, and apply alternative indicators and monitoring methodologies to measure the evolution of capital market integration in the European Union;Adam;Univ. Salerno Stud. Econ. Finance (CSEF),2002

3. The rise of sector effects in major equity markets;Baca;Financ. Anal. J.,2000

4. Measuring economic policy uncertainty;Baker,2015

5. Contagion in the presence of stochastic interdependence;Ball,2006

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