Guesmi, Khaled; Ftiti, Zied; Abid, Ilyes - In: Journal of Economic Integration 28 (2013), pp. 668-682
This paper analyzes the time-varying integration of the Greek stock market from a regional perspective by using a conditional version of the international capital asset pricing model (ICAPM) allowing for dynamic changes in the degree of market integration, regional market currency risk, and...