Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness
10.1016/j.jimonfin.2007.01.003
Saved in:
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/22365 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |
| id |
sg-nus-scholar.10635-22365 |
|---|---|
| record_format |
dspace |
| spelling |
sg-nus-scholar.10635-223652023-10-26T21:15:43Z Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness Hashmi, A.R. Tay, A.S. ECONOMICS Asymmetries Skewness Spillover Stock returns Volatility 10.1016/j.jimonfin.2007.01.003 Journal of International Money and Finance 26 3 430-453 2011-05-03T08:09:07Z 2011-05-03T08:09:07Z 2007 Article Hashmi, A.R., Tay, A.S. (2007). Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness. Journal of International Money and Finance 26 (3) : 430-453. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jimonfin.2007.01.003 02615606 http://scholarbank.nus.edu.sg/handle/10635/22365 000246131800006 Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| topic |
Asymmetries Skewness Spillover Stock returns Volatility |
| spellingShingle |
Asymmetries Skewness Spillover Stock returns Volatility Hashmi, A.R. Tay, A.S. Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness |
| description |
10.1016/j.jimonfin.2007.01.003 |
| author2 |
ECONOMICS |
| author_facet |
ECONOMICS Hashmi, A.R. Tay, A.S. |
| format |
Article |
| author |
Hashmi, A.R. Tay, A.S. |
| author_sort |
Hashmi, A.R. |
| title |
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness |
| title_short |
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness |
| title_full |
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness |
| title_fullStr |
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness |
| title_full_unstemmed |
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness |
| title_sort |
global regional sources of risk in equity markets: evidence from factor models with time-varying conditional skewness |
| publishDate |
2011 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/22365 |
| _version_ |
1781410210845294592 |