The role of U.S. market on international risk-return tradeoff relations
Licheng Sun, Liang Meng, and Mohammad Najand
| Year of publication: |
August 2017
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| Authors: | Sun, Licheng ; Meng, Liang ; Najand, Mohammad |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 52.2017, 3, p. 499-526
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| Subject: | risk-return tradeoff | international markets | intertemporal CAPM | lead-lag effect | multivariate GARCH-in-Mean | CAPM | USA | United States | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risiko | Risk | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/fire.12139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011734607