hassene, Ben mbarek - In: Journal of Asian Business Strategy 1 (2011) 2, pp. 22-30
The aim of this paper is to test the ability of conditional and unconditionalCAPM models to explain emerging markets returns in terms of theirintegration into the international market. We use data on 5 developedcountries and 5 emerging countries as well as data on the Tunis StockExchange (TSE)...
