Market returns and risk factors for the emerging economies Article

Talukdar, Bakhtear, Parhizgari, AM. (2020). Market returns and risk factors for the emerging economies . APPLIED ECONOMICS, 52(48), 5230-5243. 10.1080/00036846.2020.1761534

keywords

  • Business & Economics
  • Economics
  • Factor models
  • STOCKS
  • Social Sciences
  • VOLATILITY
  • canonical correlations
  • idiosyncratic volatility measures
  • principal components

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 5230

end page

  • 5243

volume

  • 52

issue

  • 48