Title of article
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness
Author/Authors
Aamir R. Hashmi، نويسنده , , Anthony S. Tay، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
24
From page
430
To page
453
Keywords
Volatility , stock returns , Asymmetries , skewness , Spillover
Journal title
Journal of International Money and Finance
Serial Year
2007
Journal title
Journal of International Money and Finance
Record number
191588
Link To Document