Are the East Asian markets integrated? Evidence from the ICAPM
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Article provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 55 (2003)
Issue (Month): 5-6 ()
Pages: 585-607
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Handle: RePEc:eee:jebusi:v:55:y:2003:i:5-6:p:585-607
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Web page: http://www.elsevier.com/locate/jeconbus
For corrections or technical questions regarding this item, or to correct its listing, contact: (Jeroen Loos).
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Lorenzo Cappiello & Bruno Gérard & Arjan Kadareja & Simone Manganelli, 2006. "Financial integration of new EU Member States," Working Paper Series 683, European Central Bank.
- Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 4795, University Library of Munich, Germany.
- Mohamed El Hedi Arouri, 2009.
"Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects,"
Quantitative Finance Papers
0905.3875, arXiv.org.
- Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Frontiers in Finance and Economics, SKEMA Business School, vol. 3(2), pages 70-94, December.
- Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109, HAL.
- Mohamed El Hedi Arouri & Jamel Jouini, 2009.
"Structural Breaks in the Mexico's Integration into the World Stock Market,"
Quantitative Finance Papers
0905.3873, arXiv.org.
- Mohamed El Hedi Arouri & Jamel Jouini, 2009. "Structural Breaks in the Mexico's Integration into the World Stock Market," Working Papers hal-00387114, HAL.
- Jan Antell & Mika Vaihekoski, 2011. "Pricing currency risk in the stock market: Empirical evidence from Finland and Sweden 1970-2009," Discussion Papers 63, Aboa Centre for Economics.
- AROURI Mohamed El Hedi, 2004. "The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk," Economics Bulletin, AccessEcon, vol. 6(3), pages 1-13.
- Kodongo, Odongo & Ojah, Kalu, 2011. "Foreign exchange risk pricing and equity market segmentation in Africa," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2295-2310, September.
- Mohamed El Hedi Arouri & Fredj Jawadi, 2010.
"On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM,"
Working Papers
hal-00507824, HAL.
- Arouri Mohamed El Hédi & Jawadi Fredj, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, vol. 30(2), pages 1032-1043.
- Gargi Sanati, 2010. "Integration of India’s Financial Markets on the Domestic and International Fronts: An Emperical Analysis of the Post-Liberalisation Period. June 2010," Working Papers id:3097, eSocialSciences.
- Mohamed el hédi Arouri & Fredj Jawadi, 2011. "Do on/off time series models reproduce emerging stock market comovements?," Economics Bulletin, AccessEcon, vol. 31(1), pages 960-968.
- Arouri Mohamed El Hedi, 2004. "International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects," International Finance 0410001, EconWPA.
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