IDEAS home Printed from https://ideas.repec.org/p/ipg/wpaper/2014-219.html
   My bibliography  Save this paper

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

Author

Listed:
  • Khaled Guesmi
  • Duc Khuong Nguyen

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

Suggested Citation

  • Khaled Guesmi & Duc Khuong Nguyen, 2014. "L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée," Working Papers 2014-219, Department of Research, Ipag Business School.
    • Handle: RePEc:ipg:wpaper:2014-219
    as

    Download full text from publisher

    File URL: https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_219.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:ipg:wpaper:2014-604 is not listed on IDEAS
    2. repec:ipg:wpaper:2014-511 is not listed on IDEAS
    3. repec:ipg:wpaper:2014-415 is not listed on IDEAS
    4. repec:ipg:wpaper:2014-468 is not listed on IDEAS
    5. repec:ipg:wpaper:2014-510 is not listed on IDEAS

    More about this item

    Keywords

    ICAPM; market integration; exchange rate risk;
    All these keywords.

    JEL classification:

    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ipg:wpaper:2014-219. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ingmar Schumacher (email available below). General contact details of provider: https://edirc.repec.org/data/ipagpfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.