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| Mar 05 2013 |
Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon |
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On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2012 |
Yunmi Kim |
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Autoregressive conditional beta |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 17 2011 |
Atsushi Maki and Kenji Wada |
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Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 10 2011 |
Khaled Guesmi |
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Time varying regional integration in emerging stock market |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2007 |
Quentin Wodon |
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Constructing Fama-French Factors from style indexes: Japanese evidence |
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Abstract Contact Information Citation Full Text - Note |
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