Contents -- I. INTRODUCTION -- II. THE MODELING FRAMEWORK AND DATA -- A. Bilateral Equity Flows�A Short Primer -- B. International Financial Integration -- C. Proxies for Expected Risk and Return: The Standard Push and Pull Factors -- III. EMPIRICAL RESULTS -- A. Results from Long-Horizon Regressions -- B. Results from Short-Horizon Regressions -- C. Robustness Check�Rolling Regressions -- D. Summary of Results and Comparison with Past Results -- IV. CONCLUSION -- References -- Description of Data and Sources -- Listings on U.S. Stock Exchanges
Bibliography
Includes bibliographical references (pages 36-39)
Notes
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