Asymmetric volatility and conditional expected returns : evidence from emerging market sectors
Hisham Al Refai, Mohamed Abdelaziz Eissa and Rami Zeitun
| Year of publication: |
2017
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|---|---|
| Authors: | Al Refai, Hisham M. ; Eissa, Mohamed Abdelaziz ; Zeitun, Rami |
| Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 12.2017, 2, p. 335-351
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| Subject: | Amman Stock Exchange | Asymmetric volatility | EGARCH-M | Global financial crisis (GFC) | Risk-return relationship | Sectoral return volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | CAPM | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJoEM-12-2015-0255 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011760771