Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects

Mohamed Arouri

Frontiers in Finance and Economics, 2006, vol. 3, issue 2, 70-94

Keywords: International asset pricing; financial integration; emerging markets; multivariate GARCH (search for similar items in EconPapers)
JEL-codes: C32 F36 G15 (search for similar items in EconPapers)
Date: 2006
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Working Paper: Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects (2009)
Working Paper: Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:ffe:journl:v:3:y:2006:i:2:p:70-94

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