Time-varying regional and global integration and contagion: Evidence from style portfolios.

Autor: Cho, Sungjun1 sungjun.cho@mbs.ac.uk, Hyde, Stuart1 stuart.hyde@mbs.ac.uk, Nguyen, Ngoc2 ngoc.nguyen@abdn.ac.uk
Zdroj: International Review of Financial Analysis. Dec2015, Vol. 42, p109-131. 23p.
Databáze: Business Source Ultimate
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