Dual role of the country factors in international asset pricing : the local factors and proxies for the global factors
Year of publication: |
2023
|
---|---|
Authors: | Eun, Cheol S. ; Lee, Kyuseok ; Wei, Fengrong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-20
|
Subject: | Asset pricing | Country factors | Dual role | Global factors | Global integration | Local factors |
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