Degree In Financial Integration Of Stock Markets - PSEM Countries With Euro Zone

被引：0

作者：

Kouki, Saoussen ^{[1
]}

机构：

[1] Univ Sci Econ & Managment Tunisia, Tunis, Tunisia

来源：

INNOVATION AND SUSTAINABLE COMPETITIVE ADVANTAGE: FROM REGIONAL DEVELOPMENT TO WORLD ECONOMIES, VOLS 1-5 | 2012年

关键词：

Degree of financial integration; ICAPM; RETURNS; RISK;

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The object of our work is to definite the degree of international financial integration of stock markets. We developed an international asset-pricing model with time-varying degree of integration.. This model is esteemed for seven stock markets of the East and the South of the Mediterranean. (Algeria, Turkey, Tunisia, Syria, Jordan, Libye and Egypt) and five European stock markets (Germany, France, Spain, Italy and the United Kingdom) over a period of 29 years going from January1980 till December 2009, using panel data econometrics.

引用

页码：126 / 132

页数：7

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