The determinants of regional stock market integration in Middle East: A Conditional ICAPM Approach

Khaled Guesmi and Frédéric Teulon

No 2014-214, Working Papers from Department of Research, Ipag Business School

Abstract: Over recent years, several emerging market regions have actively taken part in globalisation movements and world market integration. However, the financial integration processes appear to vary over time, and differ considerably from one region to another.

Keywords: Multivariate GARCH; Intra-regional integration; CAPM (Capital Asset Pricing Model) (search for similar items in EconPapers)
JEL-codes: C32 F36 G15 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ara
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Citations: View citations in EconPapers (10)

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Journal Article: The determinants of regional stock market integration in middle east: A conditional ICAPM approach (2014)
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