文章基本信息

标题：Analysis of structural breaks in the stock market integration of mexico into world
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作者：Arouri Mohamed el hédi ; Jamel Jouini
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2009
卷号：29
期号：2
页码：1380-1392
出版社：Economics Bulletin
摘要：This paper studies the Mexican stock market integration process. First, we estimate the time-varying Mexican degree of market integration using an international 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