Country risk and expected returns across global equity markets
Year of publication: |
2018
|
---|---|
Authors: | Zaremba, Adam |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 68.2018, 4, p. 374-398
|
Subject: | country risk | sovereign risk | political risk | currency risk | banking sector risk | economic risk | country asset allocation | country selection strategies | return predictability | international asset pricing | cross-section of returns | international diversification | Länderrisiko | Country risk | Welt | World | CAPM | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Internationaler Finanzmarkt | International financial market | Schätzung | Estimation | Risiko | Risk | Währungsrisiko | Exchange rate risk | Prognoseverfahren | Forecasting model |
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