Financial market integration : theory and empirical results
Year of publication: |
2012
|
---|---|
Authors: | Arouri, Mohamed ; Foulquier, Philippe |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 2, p. 382-394
|
Subject: | International asset pricing | Segmentation | Emerging markets | Multivariate GARCH | Internationaler Finanzmarkt | International financial market | CAPM | Finanzmarkt | Financial market | Marktintegration | Market integration | Aktienmarkt | Stock market | Welt | World | ARCH-Modell | ARCH model | Schätzung | Estimation |
-
Globalization and emerging stock market integration : evidence from a FIVECEM-MGARCH model
Chen, Heng, (2015)
-
Zeng, Hongjun, (2023)
-
Öztek, Mehmet Fatih, (2016)
- More ...
-
Arouri, Mohamed, (2009)
-
Oil prices and stock markets in Europe : sector perspective
Arouri, Mohamed, (2011)
-
Business activity and environmental degradation in Mexico
Arouri, Mohamed, (2014)
- More ...