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Integration in Middle East stock markets : determinants, effects and evolutions

Guesmi, Khaled; Arouri, Mohamed; Moisseron, Jean-Yves; … - In: The journal of applied business research 29 (2013) 5, pp. 1301-1315

Persistent link: https://www.econbiz.de/10010198214

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

Equity risk premium and regional integration

Arouri, Mohamed; Teulon, Frédéric; Rault, Christophe - 2013

This article contributes to the literature on stock market integration by developing and estimating a capital asset pricing model with segmentation effects in order to assess stock market segmentation and its effects on risk premia at the regional level. We show that the estimated degrees of...

Persistent link: https://www.econbiz.de/10009722414

Equity risk premium and regional integration

Arouri, Mohamed; Teulon, Frédéric; Rault, Christophe - In: International review of financial analysis 28 (2013), pp. 79-85

Persistent link: https://www.econbiz.de/10009762701

Is there a difference between domestic and foreign risk premium? : the case of China stock market

Teulon, Frédéric; Guesmi, Khaled; Fattoum, Salma - In: The journal of applied business research 30 (2014) 5, pp. 1287-1294

Persistent link: https://www.econbiz.de/10010470541

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

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