Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness
| Year of publication: |
2007
|
|---|---|
| Authors: | Hashmi, Aamir R. ; Tay, Anthony S. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 26.2007, 3, p. 430-453
|
| Publisher: |
Elsevier |