Stock returns’ sensitivities to crisis shocks : evidence from developed and emerging markets
Year of publication: |
2012
|
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Authors: | Calomiris, Charles W. ; Love, Inessa ; Martínez Pería, María Soledad |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 31.2012, 4, p. 743-765
|
Subject: | Schwellenländer | Emerging economies | Schock | Shock | Kapitaleinkommen | Capital income | Industrieländer | Industrialized countries | Finanzkrise | Financial crisis | Entwicklungsländer | Developing countries | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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