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The evolution of risk premium as a measure for intra-regional equity market integration

Guesmi, Khaled; Teulon, Frédéric; Taneem Muzaffar, Ahmed - In: International review of financial analysis 35 (2014), pp. 13-19

Persistent link: https://www.econbiz.de/10010529640

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

Australia’s integration into the ASEAN-5 region

Guesmi, Khaled; Teulon, Frédéric; Lahiani, Amine - In: The journal of applied business research 29 (2013) 6, pp. 1607-1613

Persistent link: https://www.econbiz.de/10010229642

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

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

Regional stock market integration in Singapore : a multivariate analysis

Teulon, Frédéric; Guesmi, Khaled; Mankai, Selim - In: Economic modelling 43 (2014), pp. 217-224

Persistent link: https://www.econbiz.de/10010502156

ASEAN plus three stock markets integration

Guesmi, Khaled; Kaabia, Olfa; Abid, Ilyes - In: Journal of quantitative economics 15 (2017) 3, pp. 565-581

Persistent link: https://www.econbiz.de/10012418315

L' évaluation de la prime de risque internationale : une analyse empirique sur la région AmériqueLatine et Asie

Guesmi, Khaled; Abid, Ihyes; Haoued, Imène; Sahut, … - In: Revue Gestion 2000 : management & prospective 33 (2016) 1, pp. 85-103

Persistent link: https://www.econbiz.de/10011962237

L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée

Guesmi, Khaled; Nguyen, Duc Khuong - Institut de Préparation à l'Administration et à la … - 2014

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...

Persistent link: https://www.econbiz.de/10010860459

Australia’s integration into the ASEAN- 5 Region

Guesmi, Khaled; Teulon, Frederic; Lahiani, Amine - Institut de Préparation à l'Administration et à la … - 2014

This paper attempts to evaluate the time-varying integration of Australian stock market in ASEAN-5 region (ASEAN + Australia, Korea, China, India and Japan) by using a conditional version of the international capital asset pricing model (ICAPM) allowing for dynamic changes in the degree of...

Persistent link: https://www.econbiz.de/10010860517