
Similarity evidence between the country risk and the idiosyncratic risk: An empirical study of the Brazilian case
Author(s) -
André Assis de Salles
Publication year - 2021
Publication title -
economic journal of emerging markets/economic journal of emerging markets
Language(s) - English
Resource type - Journals
eISSN - 2502-180X
pISSN - 2086-3128
DOI - 10.20885/ejem.vol13.iss1.art6
Subject(s) - proxy (statistics) , economics , cointegration , heteroscedasticity , econometrics , systematic risk , emerging markets , country risk , macroeconomics , computer science , machine learning