Dating the integration of world equity markets
By: Geert Bekaert, Campbell R. Harvey, Robin L. Lumsdaine.
Contributors: Harvey, Campbell R.; Lumsdaine, Robin L.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6724; Working paper series (National Bureau of Economic Research) -- working paper no. 6724.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Stock exchanges -- Econometric models.; International economic integration -- Econometric models.
Other titles: Integration of world equity markets
Notes: "September 1998."

JEL no. F3, G15.

Includes bibliographical references (p. 35-36).

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Electronic version available via the Internet at the NBER World Wide Web site.