Open AccessESSAYS ON ASSET PRICING FACTOR MODELS: EVIDENCES ON IDIOSYNCRATIC VOLATILITY, EMERGING MARKETS AND MONETARY POLICY
Author(s) -
ANDRE LUIS LEITE
Publication year - 2021
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.53454
Subject(s) - capital asset pricing model , financial economics , economics , monetary policy , volatility (finance) , monetary economics , systematic risk , asset (computer security) , computer science , computer security