Teulon, Frédéric; Guesmi, Khaled; Mankai, Selim - In: Economic Modelling 43 (2014) C, pp. 217-224
This paper evaluates the time-varying integration of the Singapore stock market in the ASEAN-5 region based on a … domestic market risk premium. Our findings show several interesting facts. First, the time-varying degree of integration in the …