Srikanta Kundu, Nityananda Sarkar

Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study

Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study

International Econometric Review

2016-Cilt: 8 - Sayı: 2

53-71

Asymmetric Risk Aversion, Leverage Effect, Up and Down Markets, Threshold Regression, Exponential GARCH-M.

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