International Stock Return Comovements
收藏NBER2005-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11906
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资源简介：
We examine international stock return comovements using country-industry and country-style portfolios. We first establish that parsimonious risk-based factor models capture the covariance structure of the data better than the popular Heston-Rouwenhorst (1994) model. We then establish the following
提供机构：
美国国家经济研究局
创建时间：
2005-12-01
