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Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets
- Source :
- Emerging Markets Finance and Trade. :1-20
- Publication Year :
- 2021
- Publisher :
- Informa UK Limited, 2021.
-
Abstract
- The aim of this empirical study was to estimate and compare the term structure of risk factor premiums in developed and emerging markets. Most studies use dividend and variance swap data, but as th...
Details
- ISSN :
- 15580938 and 1540496X
- Database :
- OpenAIRE
- Journal :
- Emerging Markets Finance and Trade
- Accession number :
- edsair.doi...........062c184fe4947276ed6bb4b908ad4faf
- Full Text :
- https://doi.org/10.1080/1540496x.2021.1873128