Time-varying risk premia in large international equity markets
Ines Chaieb, Hugues Langlois, Olivier Scaillet
| Year of publication: |
June 2018
|
|---|---|
| Authors: | Chaieb, Ines ; Langlois, Hugues ; Scaillet, Olivier |
| Publisher: |
Geneva : Swiss Finance Institute |
| Subject: | approximate factor model | emerging markets | international asset pricing | large panel | market integration | time-varying risk premium | Risikoprämie | Risk premium | Theorie | Theory | CAPM | Schätzung | Estimation | Marktintegration | Market integration | Welt | World | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Internationaler Finanzmarkt | International financial market | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis |
| Extent: | 1 Online-Ressource (circa 69 Seiten) Illustrationen |
|---|---|
| Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no 18, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.2139/ssrn.3103752 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011876090