Time-varying risk premia in foreign exchange and equity markets : evidence from Asia-Pacific countries
Year of publication: |
1999
|
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Authors: | Tai, Chu-sheng |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 9.1999, 3/4, p. 291-316
|
Subject: | CAPM | Risikoprämie | Risk premium | Zinsparität | Interest rate parity | Kaufkraftparität | Purchasing power parity | Welt | World | Asiatisch-pazifischer Raum | Asia-Pacific region | 1988-1998 |
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