Asymmetric risk measures when modelling emerging markets equities: Evidence for regional and timing effects

Emerging Markets Review

Volumn 5, Issue 1, 2004, Pages 109-128

  Hwang, Soosung ^a   Pedersen, Christian S ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b Mercer Oliver Wyman   (United Kingdom)

Author keywords

Downside risk; Emerging markets equity returns; Regional effects

Indexed keywords

EID: 1342290957     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2003.12.004     Document Type: Article

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