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...
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| Format: | Article |
| Language: | deu |
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Faculty of Economics University of Rijeka
2014-06-01
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| Series: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
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| Online Access: | https://www.efri.uniri.hr/sites/efri.uniri.hr/files/cr-collections/2/01-hyung-suk_choi-2014-1.pdf |