Behavior of systematic risk in a regionally integrated model for stock prices

Date

1992

Authors

Akdogan, H.

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Source Title

Economics Letters

Print ISSN

0165-1765

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Volume

39

Issue

2

Pages

213 - 216

Language

English

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Abstract

Regional (EC) capital market integration is examined by monitoring the behavior of systematic risk vis-à-vis a single index time series return generating model. Evidence supports that the EC markets for securities have gradually become more integrated and that the capital controls are important sources of segmentation.

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