Market regimes, sectorial investments, and time-varying risk premiums
Peixin (Payton) Liu, Kuan Xu and Yonggan Zhao
| Year of publication: |
2011
|
|---|---|
| Authors: | Liu, Peixin ; Xu, Kuan ; Zhao, Yonggan |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 7.2011, 2, p. 107-133
|
| Subject: | Aktienfonds | Equity fund | Indexderivat | Index derivative | Branche | Economic sector | Risikoprämie | Risk premium | Volatilität | Volatility | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | USA | United States | 2005-2009 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009125101