Behavior of systematic risk in a regionally integrated model for stock prices
dc.citation.epage | 216 | en_US |
dc.citation.issueNumber | 2 | en_US |
dc.citation.spage | 213 | en_US |
dc.citation.volumeNumber | 39 | en_US |
dc.contributor.author | Akdogan, H. | en_US |
dc.date.accessioned | 2016-02-08T10:55:45Z | |
dc.date.available | 2016-02-08T10:55:45Z | |
dc.date.issued | 1992 | en_US |
dc.department | Department of Economics | en_US |
dc.description.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. | en_US |
dc.description.provenance | Made 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: 1992 | en |
dc.identifier.doi | 10.1016/0165-1765(92)90292-7 | en_US |
dc.identifier.issn | 0165-1765 | |
dc.identifier.uri | http://hdl.handle.net/11693/26151 | |
dc.language.iso | English | en_US |
dc.relation.isversionof | https://doi.org/10.1016/0165-1765(92)90292-7 | en_US |
dc.source.title | Economics Letters | en_US |
dc.title | Behavior of systematic risk in a regionally integrated model for stock prices | en_US |
dc.type | Article | en_US |
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