On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM
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- Arouri Mohamed El Hédi & Jawadi Fredj, 2010. "On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM," Economics Bulletin, AccessEcon, vol. 30(2), pages 1032-1043.
References listed on IDEAS
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Citations
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Cited by:
- Dimitrios Dimitriou & Theodore Simos, 2013.
"International portfolio diversification: an ICAPM approach with currency risk,"
Macroeconomics and Finance in Emerging Market Economies,
Taylor & Francis Journals, vol. 6(2), pages 177-189, September.
- Dimitriou, Dimitrios & Simos, Theodore, 2012. "International portfolio diversification: An ICAPM approach with currency risk," MPRA Paper 42825, University Library of Munich, Germany.
- Vit Posta, 2012. "Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008–2009?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(5), pages 450-470, November.
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JEL classification:
- G1 - Financial Economics - - General Financial Markets
- F3 - International Economics - - International Finance
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