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

dc.citation.epage216en_US
dc.citation.issueNumber2en_US
dc.citation.spage213en_US
dc.citation.volumeNumber39en_US
dc.contributor.authorAkdogan, H.en_US
dc.date.accessioned2016-02-08T10:55:45Z
dc.date.available2016-02-08T10:55:45Z
dc.date.issued1992en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractRegional (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.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:55:45Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 1992en
dc.identifier.doi10.1016/0165-1765(92)90292-7en_US
dc.identifier.issn0165-1765
dc.identifier.urihttp://hdl.handle.net/11693/26151
dc.language.isoEnglishen_US
dc.relation.isversionofhttps://doi.org/10.1016/0165-1765(92)90292-7en_US
dc.source.titleEconomics Lettersen_US
dc.titleBehavior of systematic risk in a regionally integrated model for stock pricesen_US
dc.typeArticleen_US

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