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[null,"1.","Record Nr.",null,"UNISA996397478703316"]
[null,null,"Titolo",null,"By the King [[electronic resource] ] : a proclamation touching the planters in the island of Saint Christophers"]
[null,null,"Pubbl/distr/stampa",null,"[London] In the Savoy, : Printed by the assigns of John Bill and Christopher Barker ..., 1671"]
[null,null,"Descrizione fisica",null,"3 leaves"]
[null,null,"Soggetti",null,"Broadsides17th century.London (England)"]
[{"$nulls":4},"Saint Kitts Colonization"]
[{"$nulls":4},"Great Britain Colonies America"]
[{"$nulls":4},"West Indies History 17th century"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Printed as broadside, divided into three leaves."]
[{"$nulls":4},"\"Given at Our Court at Whitehall the Two and twentieth day of December 1671. in the Twenty third year of Our reign, 1671.\""]
[{"$nulls":4},"Reproduction of original in the Bodleian Library."]
[null,null,null,"Sommario/riassunto","eebo-0014"]
[null,"2.","Record Nr.",null,"UNINA9910961253303321"]
[null,null,"Autore",null,"Rose Andrew"]
[null,null,"Titolo",null,"Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2004"]
[null,null,"ISBN",null,"9786613798572"]
[{"$nulls":4},"9781462343874"]
[{"$nulls":4},"1462343872"]
[{"$nulls":4},"9781452720975"]
[{"$nulls":4},"1452720975"]
[{"$nulls":4},"9781282051126"]
[{"$nulls":4},"1282051121"]
[{"$nulls":4},"9781451898903"]
[{"$nulls":4},"1451898908"]
[null,null,"Edizione",null,"[1st ed.]"]
[null,null,"Descrizione fisica",null,"1 online resource (20 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Disciplina",null,"332.6322"]
[null,null,"Soggetti",null,"Stocks - Rate of return - Econometric models"]
[{"$nulls":4},"Stocks - Prices - Econometric models"]
[{"$nulls":4},"Asset prices"]
[{"$nulls":4},"Classification Methods"]
[{"$nulls":4},"Cluster Analysis"]
[{"$nulls":4},"Deflation"]
[{"$nulls":4},"Diffusion Processes"]
[{"$nulls":4},"Dynamic Quantile Regressions"]
[{"$nulls":4},"Dynamic Treatment Effect Models"]
[{"$nulls":4},"Econometric analysis"]
[{"$nulls":4},"Econometric models"]
[{"$nulls":4},"Econometrics & economic statistics"]
[{"$nulls":4},"Econometrics"]
[{"$nulls":4},"Event Studies"]
[{"$nulls":4},"Factor Models"]
[{"$nulls":4},"Factor models"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Finance: General"]
[{"$nulls":4},"Financial institutions"]
[{"$nulls":4},"Financial Instruments"]
[{"$nulls":4},"Financial markets"]
[{"$nulls":4},"General Financial Markets: General (includes Measurement and Data)"]
[{"$nulls":4},"Inflation"]
[{"$nulls":4},"Information and Market Efficiency"]
[{"$nulls":4},"Institutional Investors"]
[{"$nulls":4},"Investment & securities"]
[{"$nulls":4},"Investments: Stocks"]
[{"$nulls":4},"Macroeconomics"]
[{"$nulls":4},"Non-bank Financial Institutions"]
[{"$nulls":4},"Pension Funds"]
[{"$nulls":4},"Price Level"]
[{"$nulls":4},"Prices"]
[{"$nulls":4},"Principal Components"]
[{"$nulls":4},"State Space Models"]
[{"$nulls":4},"Stock exchanges"]
[{"$nulls":4},"Stock markets"]
[{"$nulls":4},"Stocks"]
[{"$nulls":4},"Time series analysis"]
[{"$nulls":4},"Time-Series Models"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"\"\"Contents\"\"; \"\"I. DEFINING THE PROBLEM\"\"; \"\"II. METHODOLOGY\"\"; \"\"III. RELATIONSHIP TO THE LITERATURE\"\"; \"\"IV. EMPIRICAL IMPLEMENTATION\"\"; \"\"V. RESULTS\"\"; \"\"VI. SENSITIVITY ANALYSIS\"\"; \"\"VII. SUMMARY AND CONCLUSIONS\"\"; \"\"References\"\""]
[null,null,null,"Sommario/riassunto","This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across assets. Expected risk-free rates are allowed to vary freely over time, constrained only by the fact that they must be equal across (risk-adjusted) assets in well integrated markets. Assets are allowed to have standard risk characteristics, and are constrained by a factor model of covariances over short time periods. We find that implied expected risk-free rates vary dramatically over time, unlike short interest rates. Further, internal integration in the S&P 500 market is never rejected and is generally not rejected in the NASDAQ. Integration between the NASDAQ and the S&P, however, is always rejected dramatically."]