The determinants of regional stock market integration in middle east : a conditional ICAPM approach
Khaled Guesmi, Frédéric Teulon
| Year of publication: |
May 2014
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| Authors: | Guesmi, Khaled ; Teulon, Frédéric |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 137.2014, p. 22-31
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| Subject: | Multivariate GARCH | Intra-regional integration | CAPM (Capital asset pricing model) | CAPM | Schätzung | Estimation | Aktienmarkt | Stock market | Marktintegration | Market integration | ARCH-Modell | ARCH model | Mittlerer Osten | Middle East |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2013.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620029