Cross-Stock Market Spillovers Through Variance Risk Premiums and Equity Flows
Year of publication: |
2018
|
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Authors: | Hattori, Masazumi |
Other Persons: | Shim, Ilhyock (contributor) ; Sugihara, Yoshi (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Japan |
Extent: | 1 Online-Ressource (60 p) |
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Series: | BIS Working Paper ; No. 702 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2018 erstellt |
Classification: | F32 - Current Account Adjustment; Short-Term Capital Movements ; G12 - Asset Pricing ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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