Sources of Risk and Expected Returns in Global Equity Markets
收藏NBER1994-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4622
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资源简介：
This paper empirically examines multifactor asset pricing models for the returns and expected returns on eighteen national equity markets. The factors are chosen to measure global economic risks. Although previous studies do not reject the unconditional mean- variance efficiency of a world market
提供机构：
美国国家经济研究局
创建时间：
1994-01-01
