Frequency-domain versus time-domain estimates of risk aversion from the C-CAPM : the case of Latin American emerging markets
Year of publication: |
2008
|
---|---|
Authors: | Panopulu, Aikaterinē |
Published in: |
Economics of emerging markets. - New York, NY : Nova Science Publ., ISBN 978-1-60021-850-7. - 2008, p. 239-253
|
Subject: | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Risikoaversion | Risk aversion | Schwellenländer | Emerging economies | Schätzung | Estimation | Lateinamerika | Latin America | Argentinien | Argentina | Brasilien | Brazil | Chile | Kolumbien | Colombia | Mexiko | Mexico | Peru | 1988-2005 |
-
Panopulu, Aikaterinē, (2012)
-
Ramoni Perazzi, Josefa, (1998)
-
The export age: the Latin American economies in the late nineteenth and early twentieth century
Cárdenas, Enrique, (2000)
- More ...
-
Financial variables and euro area growth : a non-parametric causality analysis
Panopulu, Aikaterinē, (2009)
-
PPP over a century : cointegration and structural change
Panopulu, Aikaterinē, (2007)
-
Predictive financial models of the euro area : a new evaluation test
Panopulu, Aikaterinē, (2007)
- More ...