Stock market integration and risk premium: Empirical evidence for emerging economies of South Asia
Year of publication: |
2014
|
---|---|
Authors: | Abid, Ilyes ; Kaabia, Olfa ; Guesmi, Khaled |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 37.2014, C, p. 408-416
|
Publisher: |
Elsevier |
Subject: | Time-varying integration | Asian markets | Risk premium | ICAPM | GDC-GARCH |
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