Search Results - subject:"Intra-regional integration"

Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk

Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

This article investigates the dynamics of regional financial integration and its determinants in an international setting. We test a conditional version of the international capital asset pricing model (ICAPM) accounting for the deviations from purchasing power parity (PPP) as well as temporal...

Persistent link: https://www.econbiz.de/10010860502

The determinants of regional stock market integration in middle east: A conditional ICAPM approach

Guesmi, Khaled; Teulon, Frédéric - In: Economie Internationale (2014) 137, pp. 22-31

another. This paper investigates intra-regional integration in the Middle East region during the period 1996-2008 using an … inflation, exchange rate volatility, variations in interest rate spread and global market dividend yields are key intra-regional … integration variables in the Middle East context. Moreover, despite the complex economic and political situation that …

Persistent link: https://www.econbiz.de/10010743535

The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach

Guesmi, Khaled; Teulon, Frédéric - Institut de Préparation à l'Administration et à la … - 2014

inflation, exchange rate volatility, variations in interest rate spread and global market dividend yields are key intra-regional … integration variables in the Middle East context. Moreover, despite the complex economic and political situation that …

Persistent link: https://www.econbiz.de/10010757655

Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk

Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of International Financial Markets, … 28 (2014) C, pp. 204-212

Persistent link: https://www.econbiz.de/10010729426

Integration versus segmentation in Middle East North Africa Equity Market : time variations and currency risk

Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of international financial markets, … 28 (2014), pp. 204-212

Persistent link: https://www.econbiz.de/10010411565

The determinants of regional stock market integration in middle east : a conditional ICAPM approach

Guesmi, Khaled; Teulon, Frédéric - In: International economics : a journal published by CEPII … 137 (2014), pp. 22-31

Persistent link: https://www.econbiz.de/10011620029