Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness
Year of publication: |
2001-11
|
---|---|
Authors: | Hashmi, Aamir R. ; Tay, Anthony S. |
Institutions: | Department of Economics, National University of Singapore |
Subject: | Asymmetries | Skewness | Volatility | Spillover | Stock returns |
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