مرکز منطقه ای اطلاع رساني علوم و فناوري - Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness

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 :

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 :