Factors Driving Risk Premia
Year of publication: |
2004-04-29
|
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Authors: | Sløk, Torsten ; Kennedy, Mike |
Institutions: | Economics Department, Organisation de Coopération et de Développement Économiques (OCDE) |
Subject: | risk premia | factor analysis | principal components | liquidity | fundamentals | analyse factorielle | fondamentaux | primes de risque | analyse en composantes principales | liquidité |
Extent: | text/html |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 385 |
Other identifiers: | 10.1787/738228687051 [DOI] |
Classification: | C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; G15 - International Financial Markets |
Source: |
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Sløk, Torsten, (2004)
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The impact of the euro on financial markets
Cappiello, Lorenzo, (2006)
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Liquidity and the cost of Funds and Integration of the Eurozone Treasury Bills Market
Biais, Bruno, (2007)
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Structural Policy Reforms and External Imbalances
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