Cross-stock market spillovers through variance risk premiums and equity flows
by Masazumi Hattori, Ilhyock Shim and Yoshihiko Sugihara
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Hattori, Masazumi ; Shim, Ilhyock ; Sugihara, Yoshihiko |
| Publisher: |
[Basel] : Bank for International Settlements, Monetary and Economic Department |
| Subject: | cross-stock market correlation | emerging market economy | equity fund flow | variance risk premium | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitalmobilität | Capital mobility |
freely available
| Extent: | 1 Online-Ressource (circa 60 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Bank for International Settlements. - Basle, ISSN 1682-7678, ZDB-ID 2467027-3. - Vol. no 702 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011866717