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...

This paper shows the usefulness and relevance of the multivariate fractional cointegration in exploring the dynamic

The second edition of the International Symposium on Energy and Finance Issues (ISEFI-2014, March 28, 2014, Paris, France), jointly organized by IPAG Business School, EconomiX (University of Paris West Nanterre La Défense and CNRS) and CGEMP (University of Paris Dauphine), aims to provide...

The second edition of the International Symposium on Energy and Finance Issues (ISEFI-2014, March 28, 2014, Paris, France), jointly organized by IPAG Business School, EconomiX (University of Paris West Nanterre La Défense and CNRS) and CGEMP (University of Paris Dauphine), aims to provide...

The main objective of this paper consists to study what we learned about the dynamic of Tunisian inflation rate in the last two decades. This question is overriding concern to monetary policy analysis because it gives us information’s on inflation forecasting. In other words, before given...

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...