International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects
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References listed on IDEAS
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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
StatisticsAccess and download statistics
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