US risk premia under emerging markets constraints
Year of publication: |
2022
|
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Authors: | Cavalcante Júnior, Elias ; Chague, Fernando ; De-Losso, Rodrigo ; Giovannetti, Bruno |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 67.2022, p. 217-230
|
Subject: | Asset pricing | Emerging markets | Equity Risk premia | Multi-factor model | Theorie | Theory | Schwellenländer | Emerging economies | Risikoprämie | Risk premium | CAPM | Schätzung | Estimation | Aktienmarkt | Stock market |
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