US structural drivers of international portfolio returns
Year of publication: |
2023
|
---|---|
Authors: | Jang, Bosung ; So, Inhwan ; Tong, Eric |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 64.2023, p. 1-26
|
Subject: | Cross-sectional test | Fama-French factors | Growth shocks | Local projections | Monetary policy shocks | Risk premium shocks | Sign restriction | Schock | Shock | USA | United States | Risikoprämie | Risk premium | Geldpolitik | Monetary policy | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Schätzung | Estimation | CAPM |
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