Chapter: An asset market integration test based on observable macroeconomic stochastic discount factors

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Home > Exchange Rates, Capital Flows and Policy > An asset market integration test based on observable macroeconomic stochastic discount factors

Exchange Rates, Capital Flows and Policy |

Rebecca Driver; Peter J N Sinclair; Christoph Thoenissen

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Exchange Rates, Capital Flows and Policy

An asset market integration test based on observable macroeconomic stochastic discount factors

Chapter Info

Authors

Rebecca Driver; Peter J N Sinclair; Christoph Thoenissen

ARI Id

1666134379160_14833879

Access

Not Available Free

Pages

214-233

DOI

10.4324/9780203171950-15

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