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
Type
Article
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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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Published Version (Please cite this version)