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: MDEM - Modélisation de la dynamique économique et monetaire - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique

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Keywords: Stock; Markets; Integrated; Partially; Segmented; ICAPM; asymmetric; Effects (search for similar items in EconPapers)
Date: 2005-04
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Published in Atelier "Anticipations, Incertitude et Comportements des Consommateurs-Investisseurs" du GDR "Economie Monétaire et Financière" du CNRS, Apr 2005, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00207919

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