Financial connectedness revisited : the role of Fama-French risk factors
Kisung Yang, Myeong Hyeon Kim and Young Min Kim
| Year of publication: |
2019
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|---|---|
| Authors: | Yang, Kisung ; Kim, Myeong Hyeon ; Kim, Young Min |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 10, p. 850-856
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| Subject: | Financial connectedness | generalized forecasting error decomposition | global equity markets | risk factors | Schätzung | Estimation | CAPM | Welt | World | Risikoprämie | Risk premium | Aktienmarkt | Stock market | Risiko | Risk | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1502864 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204399