Structural Breaks in the Mexico's Integration into the World Stock Market

Details Structural Breaks in the Mexico's Integration into the World Stock Market Structural Breaks in the Mexico's Integration into the World Stock Market

2009-05-24

arxiv.org/abs/0905.3873v1

Economy

Quantitative Finance

General Finance

Scientific paper

This article investigates the evolution of the Mexican stock market integration into the world market. First, we estimate the time-varying Mexican degree of market integration using an international conditional version of the 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

Affiliated with

Also associated with

No associations

Rating

Structural Breaks in the Mexico's Integration into the World Stock Market does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Structural Breaks in the Mexico's Integration into the World Stock Market, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Structural Breaks in the Mexico's Integration into the World Stock Market will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-114898