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학술저널

Capital Controls and Market Segmentation of Emerging Stock Markets

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Using cointegration analysis. this paper studies to what extent share prices in emerging stock markets are linked to price movements in industrial country markets. Three markets are chosen which differ significantly with respect to their barriers to access. The results suggest that capital controls have generally been effective to insulate the domestic market from foreign disturbances. implying that their removal will likely cause important portfolio effects.

Abstract

Ⅰ. Introduction

Ⅱ. Barries to Access

Ⅲ. Empirical Evidence

Ⅳ. Conclusions

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