Time-varying risk premia in American depository receipt returns
Richard P. Gregory
| Year of publication: |
2007
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|---|---|
| Authors: | Gregory, Richard P. |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1097-4954, ZDB-ID 2054200-8. - Vol. 9.2007, 1, p. 19-37
|
| Subject: | Geldmarktpapier | Money market instruments | Risikoprämie | Risk premium | ARCH-Modell | ARCH model | Marktintegration | Market integration | Welt | World |
| 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/10003574851