Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
C. James Hueng
| Year of publication: |
2014
|
|---|---|
| Authors: | Hueng, C. James |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 28-38
|
| Subject: | World beta risk | Country-specific idiosyncratic risk | Dynamic conditional correlation model | Risiko | Risk | Welt | World | CAPM | Betafaktor | Beta risk | Theorie | Theory | Korrelation | Correlation | Marktintegration | Market integration | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010531290