most citedStock market integration in the Latin American markets: further evidence from nonlinear modeling

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q-fin.ST2009★ 12 cited

Stock market integration in the Latin American markets: further evidence from nonlinear modeling

Fredj Jawadi, Nicolas Million, Mohamed El Hedi Arouri

This article studies the financial integration between the six main Latin American markets and the US market in a nonlinear framework. Using the threshold cointegration techniques…