Title

Cointegration of International Stock Markets: An Investigation of Diversification Opportunities

Major

Economics (ECON)

Category of Work

Comps

Group or Individual

Individual

Degree

Bachelor of Arts

Class Year

2011

Date of Submission

Tue, 17 May 2011 21:45:51 GMT

Year of Graduation

2011

Other Department or Program

Economics

Comps Adviser(s)

Kapinos, Pavel

Identifier (Includes All Files and Enter All Their Files Name)

Khant_2011_ECON.pdf

Keywords

: Stock market integration, Long-run convergence, Cointegration, Portfolio diversification, Capital Asset Pricing Model

Access

Access restricted to Carleton College faculty or their designees and staff of Institutional Research & Assessment; access controlled by Carleton username and password.

Student Work Completed Date

2011-02-15

Format

application/pdf

Files Uploaded

Text (paper)

Rights Management

Student author/s retain copyright to this work. Through online submission process, author/s granted Carleton College the non-exclusive rights to preserve this work as part of Carleton's academic history and to use it for teaching purposes and/or institutional research & assessment.

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