Testing conditional asset pricing models: An emerging market perspective

Journal of International Money and Finance

Volumn 29, Issue 5, 2010, Pages 897-918

  Iqbal, Javed ^a   Brooks, Robert ^b   Galagedera, Don U A ^b  

^a UNIVERSITY OF KARACHI   (Pakistan)

^b MONASH UNIVERSITY   (Australia)

Author keywords

Conditioning information; Emerging markets; Kurtosis; Stochastic discount factor

Indexed keywords

EID: 77953288018     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2009.12.004     Document Type: Article

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