Structural Breaks in the Mexico's Integration into the World Stock Market

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dc.creatorArouri, Mohamed El Hedi
dc.creatorJouini, Jamel
dc.date2009-05-24
dc.date.accessioned2026-07-07T13:17:51Z
dc.date.available2026-07-07T13:17:51Z
dc.descriptionThis article investigates the evolution of the Mexican stock market integration into the world market. First, we estimate the time-varying Mexican degree of market integration using an international conditional version of the 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
dc.identifierhttps://arxiv.org/abs/0905.3873
dc.identifierhttp://arxiv.org/abs/0905.3873
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/231248
dc.subjectGeneral Finance
dc.titleStructural Breaks in the Mexico's Integration into the World Stock Market
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