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Feb 05 2020 |
Claude Bergeron , Tov Assogbavi and Jean-pierre Gueyie |
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Conditional capital asset pricing model, long-run risk, and stock valuation |
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Abstract Contact Information Citation Full Text - Note |
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Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
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The regional pricing of risk: An empirical investigation of the MENA Region |
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Abstract Contact Information Citation Full Text - Note |
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Nov 19 2017 |
Nawazish Mirza and Krishna Reddy |
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Asset Pricing in a Developing Economy: Evidence from Pakistan |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jun 11 2016 |
Sandrine Kablan and Khaled Guesmi |
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Financial Integration and Japanese Stock market Performance |
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Abstract Contact Information Citation Full Text - Note |
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Dec 23 2013 |
M. Hossein Partovi |
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Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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