Global risk aversion and emerging market return comovements
Year of publication: |
2018
|
---|---|
Authors: | Demirer, Rıza ; Omay, Tolga ; Yüksel, Aslı ; Yüksel, Aydın |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 118-121
|
Subject: | International equity markets | Risk aversion | Time-varying correlation | Risikoaversion | Korrelation | Correlation | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Risiko | Risk | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | CAPM | Welt | World | Risikoprämie | Risk premium |
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