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Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors

✍ Scribed by Ljungqvist, A. P.


Book ID
124059102
Publisher
Oxford University Press
Year
2003
Tongue
English
Weight
193 KB
Volume
16
Category
Article
ISSN
0893-9454

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## Abstract Using a bivariate, asymmetric generalized autoregressive conditional heteroskedasticity model, we examine the patterns of information flows for three financial futures contracts that are dual‐listed on U.S. and Asian markets (i.e., Nikkei 225 Index, Eurodollar, and dollar–yen currency f