Pricing of global and local sources of risk in Russian stock market

Emerging Markets Review

Volumn 9, Issue 1, 2008, Pages 40-56

  Saleem, Kashif ^a   Vaihekoski, Mika ^a  

^a LAPPEENRANTA UNIVERSITY OF TECHNOLOGY   (Finland)

Author keywords

Conditional; Currency risk; Integration; Multivariate GARCH M; Price of risk; Russia; Segmentation; World asset pricing

Indexed keywords

EID: 39449121442     PISSN: 15660141     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ememar.2007.08.002     Document Type: Article

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