Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
| Year of publication: |
2006
|
|---|---|
| Authors: | Arouri, Mohamed El Hedi |
| Published in: |
Frontiers in Finance and Economics. - SKEMA Business School, ISSN 1814-2044. - Vol. 3.2006, 2, p. 70-94
|
| Publisher: |
SKEMA Business School |
| Subject: | International asset pricing | financial integration | emerging markets | multivariate GARCH |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Classification: | C32 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10004998276