What drives emerging stock market returns? : a factor-augmented var approach
Dohyoung Kwon
| Year of publication: |
2022
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| Authors: | Kwon, Dohyoung |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 5, p. 1215-1232
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| Subject: | Emerging stock returns | factor-augmented VAR | global economic factors | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | VAR-Modell | VAR model | Aktienmarkt | Stock market | Schätzung | Estimation | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2020.1860748 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167079