Can fundamentals explain cross-country correlations of asset returns?
Year of publication: |
2006
|
---|---|
Authors: | Restoy, Fernando ; Rodríguez, Rosa |
Published in: |
Review of world economics. - Heidelberg : Springer, ISSN 1610-2878, ZDB-ID 2101519-3. - Vol. 142.2006, 3, p. 585-598
|
Subject: | CAPM | Kapitaleinkommen | Capital income | Volatilität | Volatility | Schätzung | Estimation | OECD-Staaten | OECD countries | 1970-2002 |
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Can fundamentals explain cross-country correlations of asset returns?
Restoy, Fernando, (2005)
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Can fundamentals explain cross-country correlations of asset returns?
Restoy, Fernando, (2005)
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Can fundamentals explain cross-country correlations of asset returns?
Restoy, Fernando, (2005)
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Can output explain the predictability and volatility of stock returns?
Rodríguez, Rosa, (2002)
- More ...