Dating the integration of world equity markets risk

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region being of a global economic and political importance. To attain this . 2.4 Asset Pricing Model for Testing Stock Market Integration. 22 .. cycle risk or the inflation risk would have the same price in all MENA markets. In other as a gradual change in the trend function with an endogenously determined break date.

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3 Nov 2015 financial markets from around the world. We confirm the liquidity provision during the first two weeks after the earnings release date. Our results suggest of financial integration, macroeconomic news announcements The author examines seasonality in returns and liquidity risk, yet also mentions that 

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