ESSAYS ON ASSET PRICING FACTOR MODELS: EVIDENCES ON IDIOSYNCRATIC VOLATILITY, EMERGING MARKETS AND MONETARY POLICY
Author(s) -
ANDRE LUIS LEITE
Publication year - 2018
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.53454
Subject(s) - capital asset pricing model , volatility (finance) , financial economics , economics , monetary policy , asset (computer security) , monetary economics , computer science , computer security
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