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Regional Integration of Stock Markets in Latin America
12 references·4 citing·41 second hop
Regional Integration of Stock Markets in Latin America (2002)Regional Integration of Stock Markets in …Conditional Dependency of Financial Series: An Application of Copulas (2010)Conditional Dependency of Fin…Volatility and cross correlation across major stock markets (1998)Volatility and cross correlat…The Causes of Regionalism (1997)The Causes of RegionalismVolatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ? (1996)Volatility and Predictability…Time-Varying World Market Integration (1995)Time-Varying World Market Int…Time-Varying World Market Integration (1995)Time-Varying World Market Int…The Risk Exposure of Emerging Equity Markets (1995)The Risk Exposure of Emerging…The Free Economy and the Strong State (1994)The Free Economy and the Stro…Multinational Enterprises and Regional Economic Development (1994)Multinational Enterprises and…The Free Economy and the Strong State: the Politics of Thatcherism (1989)The Free Economy and the Stro…The free economy and the strong state: the politics of Thatcherism (1989)The free economy and the stro…The Theory of Economic Integration (1982)The Theory of Economic Integr…Financial Crisis and Stock Market Integration: An Analysis of Select Economies (2015)Financial Crisis and Stock Ma…Regional Integration of Stock Markets in MENA Countries (2006)Regional Integration of Stock…Latin American Financial Development in Perspective (2003)Latin American Financial Deve…LATIN AMERICAN FINANCIAL DEVELOPMENT IN PERSPECTIVE (2002)LATIN AMERICAN FINANCIAL DEVE…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. 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this work references cited by second hop

References

  • 1995Time-Varying World Market Integration2,307 cited
  • 1995Time-Varying World Market Integration594 cited
  • 1998Volatility and cross correlation across major stock markets525 cited
  • 1982The Theory of Economic Integration393 cited
  • 1989The free economy and the strong state: the politics of Thatcherism393 cited
  • 1994The Free Economy and the Strong State366 cited
  • 1994Multinational Enterprises and Regional Economic Development309 cited
  • 1995The Risk Exposure of Emerging Equity Markets214 cited
  • 1997The Causes of Regionalism205 cited
  • 1989The Free Economy and the Strong State: the Politics of Thatcherism161 cited
  • 2010Conditional Dependency of Financial Series: An Application of Copulas116 cited
  • 1996Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?84 cited

Cited by

  • 2015Financial Crisis and Stock Market Integration: An Analysis of Select Economies31 cited
  • 2006Regional Integration of Stock Markets in MENA Countries20 cited
  • 2003Latin American Financial Development in Perspective14 cited

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2002
LATIN AMERICAN FINANCIAL DEVELOPMENT IN PERSPECTIVE
11 cited