مرکز منطقه ای اطلاع رساني علوم و فناوري - Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets

Title of article :

Differences in the price of risk and the resulting response to shocks: an analysis of Asian markets

Author/Authors :

GOkçe A. Soydemir، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

285

To page :

313

Keywords :

Emerging Markets , International asset pricing , Time-varying CAPM

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2005

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189728

Link To Document :