Revisiting the risk/return relations in the Asian Pacific markets : new evidence from alternative models
Year of publication: |
2011
|
---|---|
Authors: | Darrat, Ali F. ; Gilley, Otis W. ; Li, Bin ; Wu, Yanhui |
Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 64.2011, 2, p. 199-206
|
Subject: | Risikoaversion | Risk aversion | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Asien | Asia | 1997 |
-
Time-variant safe haven currencies
Sato, Ayano, (2024)
-
Spillover effects of the US financial crisis on financial markets in emerging Asian countries
Kim, Bonghan, (2015)
-
Rajwani, Shegorika, (2016)
- More ...
-
Darrat, Ali F., (2011)
-
Darrat, Ali F., (2011)
-
The relationship between volatility and expected returns : some evidence for Australia
Darrat, Ali F., (2011)
- More ...