Regional integration of the East Asian stock markets: An empirical assessment
The aim of this paper is to study the dynamics of regional financial integration in East Asia over the 1990:01-2012:08 period. To this end, we use the international capital asset pricing model (ICAPM) to assess the evolution of financial market integration through time and evaluate their risk premia...
محفوظ في:
| المؤلف الرئيسي: | Boubakri, Salem (author) |
|---|---|
| مؤلفون آخرون: | Guillaumin, Cyriac (author) |
| منشور في: |
2015
|
| الوصول للمادة أونلاين: | http://hdl.handle.net/20.500.12458/39 https://www.scopus.com/inward/record.uri?eid=2-s2.0-84939538818&doi=10.1016%2fj.jimonfin.2015.07.011&partnerID=40&md5=eefc58ffc51346d201a480dee74a7bef |
| الوسوم: |
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