مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects

Title of article :

Asymmetric risk measures when modelling emerging markets equities: evidence for regional and timing effects

Author/Authors :

Soosung Hwang، نويسنده , , Christian S. Pedersen، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

109

To page :

128

Keywords :

Downside risk , Regional effects , Emerging markets equity returns

Journal title :

Emerging Markets Review

Serial Year :

2004

Journal title :

Emerging Markets Review

Record number :

124215

Link To Document :