How strong is the global integration of emerging market regions? An empirical assessment
Year of publication: |
2011
|
---|---|
Authors: | GUESMI, Khaled ; Nguyen, Duc Khuong |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | time-varying integration | emerging markets | ICAPM | risk premium | DCC-GARCH |
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