Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness
10.1016/j.jimonfin.2007.01.003
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Main Authors: | Hashmi, A.R., Tay, A.S. |
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Other Authors: | ECONOMICS |
Format: | Article |
Published: |
2011
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/22365 |
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Institution: | National University of Singapore |
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