Systematic risk in emerging markets: the
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Bibliographic InfoArticle provided by Elsevier in its journal Emerging Markets Review.
Volume (Year): 3 (2002)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/inca/620356
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- Don U.A. Galagedera & Robert D. Brooks, 2005. "Is systematic downside beta risk really priced? Evidence in emerging market data," Monash Econometrics and Business Statistics Working Papers 11/05, Monash University, Department of Econometrics and Business Statistics.
- Jose L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006.
"Risk Premium: Insights Over The Threshold,"
Business Economics Working Papers
wb062808, Universidad Carlos III, Departamento de Economía de la Empresa.
- Samuel Mongrut Montalván & Didac Ramírez Sarrió, 2005. "Discount Rates in Emerging Capital Markets," Finance 0501013, EconWPA.
- Estrada, Javier, 2003. "Mean-semivariance behavior (II): The D-CAPM," IESE Research Papers D/493, IESE Business School.
- Estada, Javier, 2003. "Mean-semivariance behavior: An alternative behavioral model," IESE Research Papers D/492, IESE Business School.
- Thomas Lagoarde-Segot & Brian M. Lucey, 2006. "Portfolio allocations in the Middle East and North Africa," The Institute for International Integration Studies Discussion Paper Series iiisdp141, IIIS.
- Samuel Mongrut & Dídac Ramírez, 2006. "Discount Rates in Emerging Capital Markets," Working Papers 06-03, Departamento de Economía, Universidad del Pacífico, revised Jun 2006.
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