Australia’s integration into the ASEAN- 5 Region

Khaled Guesmi, Frédéric Teulon and Amine Lahiani

No 2014-207, Working Papers from Department of Research, Ipag Business School

Abstract: 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 f

Keywords: ICAPM; ASEAN-5 region market integration; exchange rate risk (search for similar items in EconPapers)
JEL-codes: C3 F31 G12 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2014-01-01
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