Integration versus segmentation in Middle East North Africa equity market: Time variations and currency risk
Year of publication: |
2014-05-19
|
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Authors: | Guesmi, Khaled ; Moisseron, Jean-Yves ; Teulon, Frédéric |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Multivariate GARCH | Intra-regional integration | CAPM (Capital Asset Pricing Model) |
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