How Do Local Markets Respond to Global Risk Factor Differently in Various Market Regimes? A Study of Country Exchange Traded Funds
Year of publication: |
2012
|
---|---|
Authors: | Yuan, Jun |
Other Persons: | MacLean, Leonard (contributor) ; Xu, Kuan (contributor) ; Zhao, Yonggan (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 6, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1928290 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Robust iInference in linear asset pricing models
Gospodinov, Nikolay, (2012)
-
Further results on the limiting distribution of GMM sample moment conditions
Gospodinov, Nikolay, (2010)
-
Bayesian analysis of bubbles in asset prices
Fulop, Andras, (2017)
- More ...
-
Regime dependent sensitivity of country exchange traded funds to common risk factors
Yuan, Jun, (2016)
-
Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C., (2008)
-
Growth-security models and stochastic dominance
MacLean, Leonard C., (2011)
- More ...