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The Effect of Substitute Assets on Yields in Financial Markets

✍ Scribed by Ken B. Cyree; James T. Lindley; Drew B. Winters

Book ID
118073421
Publisher
Financial Management Association International (FMA)
Year
2007
Tongue
English
Weight
599 KB
Volume
36
Category
Article
ISSN
0046-3892

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## Abstract This paper analyses the integration process of European equity markets since the 1980s. Its central focus is on the role that EMU, and specifically, changes in exchange rate volatility, has played in this process of financial integration. Building on an uncovered interest rate parity co