Bekaert, G., Lumsdaine, R. and Harvey, C. (2002). Dating the integration of world equity markets Journal of Financial Economics, 21(3):295--350.
23 Key Publications
filtered by:
-
-
Franses, P.H., van der Leij, M. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616. -
Offerman, T., Potters, J. and Sonnemans, J. (2002). Imitation and Belief Learning in an Oligopoly Experiment Review of Economic Studies, 96:973--997.