The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration
Year of publication: |
2014-06-23
|
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Authors: | Guesmi, Khaled ; Teulon, Frederic ; Muzaffar, Ahmed Taneem |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | time-varying integration | risk premium | ICAPM | multivariate GARCH |
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