Regional Stock Market Integration in Singapore: A Multivariate Analysis
Year of publication: |
2013-11-14
|
---|---|
Authors: | Guesmi, Khaled ; Teulon, Frédéric |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | time-varying integration | emerging markets | ICAPM | risk premium | c-DCC-FIAPARCH |
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