International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects
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More about this item
KeywordsFinancial Integration; Segmentation; ICAPM; Multivariate GARCH;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-10-21 (All new papers)
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