Intertemporal market risks and the cross-section of Greek average returns
Year of publication: |
2007
|
---|---|
Authors: | Koubouros, Michail ; Panopulu, Aikaterinē |
Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 6.2007, 2, p. 203-227
|
Subject: | CAPM | Betafaktor | Beta risk | Diskontierung | Discounting | Risikoaversion | Risk aversion | VAR-Modell | VAR model | Schätzung | Estimation | Griechenland | Greece | 1991-2003 |
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