The Impact of the Financial Crisis on the Currency Risk Premium Dynamics within the G20 :Evidence from the ICAPM
Year of publication: |
2012
|
---|---|
Authors: | Boubakri, Salem |
Published in: |
Brussels Economic Review. - Département d'Économie Appliquée (DULBEA). - Vol. 55.2012, 1, p. 33-73
|
Publisher: |
Département d'Économie Appliquée (DULBEA) |
Subject: | Financial integration | Financial crisis | ICAPM | MVGARCH |
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