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Applied Economics Letters Volume 17, 2010 - Issue 15
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Original Articles

Stock market integration in Mexico and Argentina: are short- and long-term considerations different?

Fredj Jawadi Groupe Sup de Co Amiens, Amiens School of Management, 18, place Saint Michel, Amiens, 80000, France; EconomiX, Université of Paris Ouest Nanterre La Défense, Bât G, Bureau 610 A, 200, Avenue de la République, Nanterre, 92001, FranceCorrespondence[email protected]
,
Mohamed El Hédi Arouri Laboratoire d'Economie d'Orleans, University of Orléans and EDHEC, Orléans, France
&
Duc Khuong Nguyen Department of Finance and Management, ISC Paris School of Management, Paris, France
Pages 1503-1507 | Published online: 10 Nov 2009

References

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  • Johnson , B. and Soenen , L. 2003 . Economic rationale for stock market integration in the Americas . Journal of Multinational Financial Management , 13 : 85 – 100 .
  • Richards , A. J. 1995 . Comovements in national stock market returns: evidence of predictability, but not cointegration . Journal of Monetary Economics , 36 : 631 – 54 .

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