Frequency-domain versus time-domain estimates of risk aversion from the C-CAPM : the case of Latin American emerging markets
Year of publication: |
2008
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Authors: | Panopulu, Aikaterinē |
Published in: |
Economics of emerging markets. - New York, NY : Nova Science Publ., ISBN 978-1-60021-850-7. - 2008, p. 239-253
|
Subject: | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Risikoaversion | Risk aversion | Schwellenländer | Emerging economies | Schätzung | Estimation | Lateinamerika | Latin America | Argentinien | Argentina | Brasilien | Brazil | Chile | Kolumbien | Colombia | Mexiko | Mexico | Peru | 1988-2005 |
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