Downside Risk in Emerging Markets
Author:
Affiliation:
1. a School of Management, Sabanci University, Istanbul
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X490306
Reference39 articles.
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4. Stock Returns and Volatility;R. Baillie;Journal of Financial and Quantitative Analysis,1990
5. The Intertemporal Capital Asset Pricing Model with Dynamic Conditional Correlations;T. Bali;Journal of Monetary Economics,2010
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