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The evolution of risk premiums in emerging stock markets : the case of Latin America and Asia region

Fattoum, Salma; Guesmi, Khaled; Moschetto, Bruno-Laurent - In: The journal of applied business research 30 (2014) 2, pp. 353-359

Persistent link: https://www.econbiz.de/10010353569

Stock market integration and risk premium : empirical evidence for emerging economies of South Asia

Abid, Ilyes; Kaabia, Olfa; Guesmi, Khaled - In: Economic modelling 37 (2014), pp. 408-416

Persistent link: https://www.econbiz.de/10010417665

Greece's stock market integration with Southeast Europe

Guesmi, Khaled; Ftiti, Zied; Abid, Ilyes - In: Journal of economic integration 28 (2013) 4, pp. 668-682

Persistent link: https://www.econbiz.de/10010223494

Time-varying regional integration of stock markets in Southeast Europe

Guesmi, Khaled; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 10/12, pp. 1279-1290

Persistent link: https://www.econbiz.de/10010399312

How strong is the global integration of emerging market regions? : an empirical assessment

Guesmi, Khaled; Nguyen, Duc Khuong - In: Economic modelling 28 (2011) 6, pp. 2517-2527

Persistent link: https://www.econbiz.de/10009512528

Are Domestic Asian Markets Integrated with the Regional One? An Empirical Assessment

Guesmi, Khaled - 2011

This article investigates the evolution of the Asian stock market integration with the regional one. First, we estimate the time-varying degree of Asian market integration using conditional version of the International Capital Asset Pricing Model (ICAPM) with DCC-GARCH parameters. Secondly, we...

Persistent link: https://www.econbiz.de/10013130688