Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Year of publication: |
2014
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Authors: | Hueng, C. James |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 28-38
|
Subject: | World beta risk | Country-specific idiosyncratic risk | Dynamic conditional correlation model | Risiko | Risk | Welt | World | Risikoprämie | Risk premium | CAPM | Betafaktor | Beta risk | Schätzung | Estimation | Marktintegration | Market integration | ARCH-Modell | ARCH model | Volatilität | Volatility | Korrelation | Correlation | Kapitaleinkommen | Capital income |
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