Évaluation de la prime de risque de change dans un contexte régional : une analyse multi-variée du MEDAFI
Year of publication: |
2009
|
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Authors: | Guesmi, Khaled |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | International asset pricing | equity risk premium | financial integration | Emerging Markets | Asymmetric Multivariate GARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | French |
Notes: | Number 2009-45 27 pages |
Classification: | C32 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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