Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets

Autor:	Mariano González-Sánchez
Rok vydání:	2021
Předmět:	Variance swap Empirical research Risk premium Econometrics Economics Dividend Risk factor (finance) Asset (economics) Emerging markets General Economics Econometrics and Finance Finance Term (time)
Zdroj:	Emerging Markets Finance and Trade. :1-20
ISSN:	1558-0938 1540-496X
DOI:	10.1080/1540496x.2021.1873128
Popis:	The aim of this empirical study was to estimate and compare the term structure of risk factor premiums in developed and emerging markets. Most studies use dividend and variance swap data, but as th...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::062c184fe4947276ed6bb4b908ad4faf https://doi.org/10.1080/1540496x.2021.1873128 Zobrazit plný text záznamu