Global risk aversion and emerging market return comovements
Riza Demirer, Tolga Omay, Asli Yuksel, Aydin Yuksel
| Year of publication: |
2018
|
|---|---|
| Authors: | Demirer, Rıza ; Omay, Tolga ; Yüksel, Aslı ; Yüksel, Aydın |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 118-121
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| Subject: | International equity markets | Risk aversion | Time-varying correlation | Risikoaversion | Korrelation | Correlation | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market | CAPM | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.09.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022952