Guesmi, Khaled; Moisseron, Jean-Yves; Teulon, Frédéric - In: Journal of International Financial Markets, … 28 (2014) C, pp. 204-212
This article investigates the dynamics of regional financial integration and its determinants in an international setting. We test a conditional version of the international capital asset pricing model (ICAPM) accounting for the deviations from purchasing power parity (PPP) as well as temporal...
