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13-128/III - Market Integration Dynamics and Asymptotic Price Convergence in Distribution

  • Authors
    Alfredo García-Hiernaux, Complutense University of Madrid, Spain; David E. Guerrero, CUNEF Colegio Universitario de Estudios Financieros, Madrid, Spain; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain
  • Publication date
    September 3, 2013
  • Keywords
    Regional and global markets, Integration, Asymptotic price convergence, Mean, Variance, Distribution
  • JEL
    C22, C32, N70, F15