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

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  • Akdogan, Haluk

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  • Akdogan, Haluk, 1992. "Behavior of systematic risk in a regionally integrated model for stock prices," Economics Letters, Elsevier, vol. 39(2), pages 213-216, June.
    • Handle: RePEc:eee:ecolet:v:39:y:1992:i:2:p:213-216
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    Cited by:

    1. Hooy, Chee-Wooi & Goh, Kim-Leng, 2010. "Exposure to the world and trading-bloc risks: A multivariate capital asset pricing model," Research in International Business and Finance, Elsevier, vol. 24(2), pages 206-222, June.
    2. Ranjan Dasgupta, 2017. "Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 684-705.
    3. Barari, Mahua, 2004. "Equity market integration in Latin America: A time-varying integration score analysis," International Review of Financial Analysis, Elsevier, vol. 13(5), pages 649-668.
    4. Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
    5. Majeed, Ayesha & Masih, Mansur, 2016. "A study of long- run theoretical relationship between ASEAN stock market indices and developed stock market indices of US and Japan," MPRA Paper 79724, University Library of Munich, Germany.
    6. Chee Wooi Hooy, 2008. "Does trade regionalism increase stock market segmentation within a trading bloc?," International Economic Journal, Taylor & Francis Journals, vol. 22(1), pages 113-126.

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