US risk premia under emerging markets constraints
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DOI: 10.1016/j.jempfin.2022.03.005
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- Elias Cavalcante-Filho, Fernando Chague, Rodrigo De Losso, Bruno Giovannetti, 2019. "US Risk Premia under Emerging Markets Constraints," Working Papers, Department of Economics 2019_28, University of São Paulo (FEA-USP).
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Cited by:
- Fernando Moraes & Rodrigo De-Losso, 2020. "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics 2020_17, University of São Paulo (FEA-USP).
- Fernando Moraes & Rodrigo De-Losso, 2020. "Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns," Working Papers, Department of Economics 2020_18, University of São Paulo (FEA-USP).
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More about this item
Keywords
Equity Risk premia; Asset pricing; Multi-factor model; Emerging markets;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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