Global regional sources of risk in equity markets : evidence from factor models with time-varying conditional skewness
Year of publication: |
2007
|
---|---|
Authors: | Hashmi, Aamir R. ; Tay, Anthony S. A. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 26.2007, 3, p. 430-453
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Asien | Asia |
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