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

Mohamed El Hedi Arouri ()
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Mohamed El Hedi Arouri: LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique, EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Keywords: ICAPM; Integration; Segmentation (search for similar items in EconPapers)
Date: 2006
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Published in Frontiers of Finance and Economics, 2006, 3 (2), pp.70-94

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00184262

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