Arbitrage pricing theory in international markets
This dissertation studies the impact of multiple pre-specified sources of risk in the return of three non-overlapping groups of countries, through an Arbitrage Pricing Theory (APT) model. The groups are composed of emerging and developed markets. Emerging markets have become important players in...
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Language: | English |
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Universidade de São Paulo
2011
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Online Access: | http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/ |