Global and regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness

بواسطة Hashmi, Aamir R., Tay, Anthony S.
منشور في 2007

Mean, Volatility, and Skewness Spillovers in Equity Markets

بواسطة Hashmi, Aamir R., TAY, Anthony S.
منشور في 2012