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

Khaled Guesmi and Duc Khuong Nguyen

No 2014-219, Working Papers from Department of Research, Ipag Business School

Abstract: 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 purchasi

Keywords: ICAPM; market integration; exchange rate risk (search for similar items in EconPapers)
JEL-codes: C32 F31 G12 (search for similar items in EconPapers)
Pages: 24 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-tra
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Citations: View citations in EconPapers (5)

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