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