International asset markets remain largely segmented: Dallas Fed paper


A Dallas Federal Reserve paper published on Friday examines the implications of a current body of research on addressing global asset pricing challenges.

Karen Lewis, the paper's author, examines three leading research papers on the topic. Lewis finds that although financial markets have become increasingly global in recent decades, the pricing of internationally traded assets continues to depend strongly upon local risk factors, leading to several observations that are difficult to explain

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: