Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets
Author:
Affiliation:
1. Department of Business and Accounting, UNED (Universidad Nacional de Educación a Distancia), Madrid, Spain
Funder
Spanish Ministry of Economics and Competitiveness
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1540496X.2021.1873128
Reference56 articles.
1. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes
2. Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index
3. The intertemporal relation between expected returns and risk
4. The intertemporal capital asset pricing model with dynamic conditional correlations
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. انموذج تسعير الموجودات الرأسمالية CAPM أطر نظرية وأدلة تجريبية;Tikrit Journal of Administrative and Economic Sciences;2023-02-24
2. Comparison of the effects of earnings management on the financial cost between companies in developed and emerging European countries;Journal of Corporate Accounting & Finance;2023-02-23
3. Asset pricing models in South Africa: A comparative of regression analysis and the Bayesian approach;Data Science in Finance and Economics;2023
4. SAR Clutter Modelling in Complex Images for Ship CFAR Detection;2022 IEEE Radar Conference (RadarConf22);2022-03-21
5. Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor;Finance Research Letters;2021-08
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3