Financial crises and the global value premium : revisiting Fama and French
Ehab A. Yamani; Peggy E. Swanson
| Year of publication: |
2014
|
|---|---|
| Authors: | Yamani, Ehab A. ; Swanson, Peggy Eubanks |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 115-136
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| Subject: | Financial crisis | Contagion | Financial integration | Global value premium | GARCH | Finanzkrise | Welt | World | CAPM | Internationaler Finanzmarkt | International financial market | Marktintegration | Market integration | Risikoprämie | Risk premium | ARCH-Modell | ARCH model |
| 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/10011299862