搜索结果: 1-1 共查到“理论经济学 ICAPM”相关记录1条 . 查询时间(0.093 秒)
Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects
International Asset Pricing Financial Integration Emerging Markets Multivariate GARCH
2010/11/1
In this paper, we test a partially segmented ICAPM for two developed markets, two emerging markets and World market, using an asymmetric extension of the multivariate GARCH process of De Santis and Ge...