Financial crises and the global value premium: Revisiting Fama and French
Year of publication: |
2014
|
---|---|
Authors: | Yamani, Ehab A. ; Swanson, Peggy E. |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 33.2014, C, p. 115-136
|
Publisher: |
Elsevier |
Subject: | Financial crisis | Contagion | Financial integration | Global value premium | GARCH |
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