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

被引：6

作者：

Jawadi, Fredj ^{[1
,2
]}

Arouri, Mohamed El Hedi ^{[3
,4
]}

Nguyen, Duc Khuong ^{[5
]}

机构：

[1] Amiens Sch Management, Grp Sup Co Amiens, F-80000 Amiens, France

[2] Univ Paris Ouest Nanterre La Def, F-92001 Nanterre, France

[3] Univ Orleans, Lab Econ Orleans, Orleans, France

[4] EDHEC, Orleans, France

[5] ISC Paris Sch Management, Dept Finance & Management, Paris, France

来源：

APPLIED ECONOMICS LETTERS | 2010年 / 17卷 / 15期

关键词：

COINTEGRATION;

D O I：

10.1080/13504850903035899

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article aims to study the issue of short- and long-term stock market integration in two of Latin America's biggest emerging economies - Mexico and Argentina - with the US stock market using multivariate cointegration tools. Our study covers a period of two decades and shows strong evidence of Argentina and Mexico's short-term financial dependence on the US market. However, our results show no long-term linkages between the markets studied, indicating that Mexican and Argentinean stock markets are governed more by their fundamentals in the long term.

引用

页码：1503 / 1507

页数：5

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