Pricing, dynamics, and determinants of illiquidity risks : international evidence
Mohsen Saad; Anis Samet
| Year of publication: |
2015
|
|---|---|
| Authors: | Saad, Mohsen M. ; Samet, Anis |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 23.2015, p. 124-147
|
| Subject: | Asset pricing | Conditional LCAPM | Liquidity risk | Illiquidity risk premium | Dynamic conditional correlation | Multivariate GARCH | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | CAPM | Liquidität | Liquidity | Marktliquidität | Market liquidity | Korrelation | Correlation | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011304170