Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area
Year of publication: |
2006-05-23
|
---|---|
Authors: | Kearney, Colm ; Poti, Valerio |
Institutions: | Institute for International Integration Studies (IIIS), Trinity College Dublin |
Subject: | Idiosyncratic risk | correlation | portfolio management | asset pricing |
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