International financial integration through the law of one price: The role of liquidity and capital controls

Journal of Financial Intermediation - Tập 18 - Trang 432-463 - 2009
Eduardo Levy Yeyati1,2, Sergio L. Schmukler3, Neeltje Van Horen4,5
1Barclays Capital, New York, USA
2Barcelona Graduate School of Economics, Barcelona, Spain
3World Bank, Washington, DC, USA
4Dutch Central Bank, Amsterdam, The Netherlands
5University of Amsterdam, Amsterdam, The Netherlands