Global risk factors and stock returns during bull and bear market conditions : evidence from emerging economies in Europe
Year of publication: |
2019
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Authors: | Demiralay, Sercan |
Published in: |
Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 28.2019, 4, p. 402-415
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Subject: | emerging markets | global risk factors | quantile regression | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Schätzung | Estimation | Risiko | Risk |
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