Macroeconomic sensitivity, risk-return trade-off and volatility dynamics evidence from developed and developing markets
Faisal Khan, Hashim Khan, Saif Ur-Rehman Khan, Muhammad Jumaa, Sharif Ullah Jan
| Year of publication: |
2019
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|---|---|
| Authors: | Khan, Faisal ; Khan, Hashim ; Khan, Saif Ur-Rehman ; Jumaa, Muhammad ; Jan, Sharif Ullah |
| Published in: |
International journal of corporate finance and accounting : IJCFA ; an international publication of the Information Resources Management Association. - Hershey, Pa. : IGI Global, ISSN 2334-4628, ZDB-ID 2839520-7. - Vol. 6.2019, 1, p. 1-16
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| Subject: | Leverage Effect | Macroeconomic Variables | NYSE | Risk-Return Trade-Off | UAE Stock Markets | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Vereinigte Arabische Emirate | United Arab Emirates | Risiko | Risk | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4018/IJCFA.2019010101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062809