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pro vyhledávání: '"Nick Samouilhan"'
Autor:
Nick Samouilhan
Publikováno v:
The South African Journal of Economics. 74:248-260
This paper investigates empirically the relationship between domestic and international market returns and volatilities, using the London Stock Exchange as the international market proxy. In order to address problems of widely differing bourse compos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::653a7bbe5bc5e84d7460f7f94ae74399
https://doi.org/10.1111/j.1813-6982.2006.00063.x
https://doi.org/10.1111/j.1813-6982.2006.00063.x
Autor:
Nick Samouilhan
This paper investigates domestic risk-return behaviour by focussing on the intertemporal relationship between the conditional domestic equity market premium, its conditional variance and its conditional covariance with the international equity market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::fea19561ff94468c82e57d2e0d1e97fb
http://www.econrsa.org/node/74
http://www.econrsa.org/node/74
