Long-run equilibrium relationships in the international stock market factor systems
The main objective of this paper is to investigate the international linkages among local, country-specific stock market factors in order to better understand the dependence structure of increasingly integrated world financial markets. The seeming discordance between Fama and French (1998) and Griff...
Main Author: | |
---|---|
Format: | Article |
Language: | deu |
Published: |
Faculty of Economics University of Rijeka
2014-06-01
|
Series: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
Subjects: | |
Online Access: | https://www.efri.uniri.hr/sites/efri.uniri.hr/files/cr-collections/2/01-hyung-suk_choi-2014-1.pdf |