Risk Premium Spillovers Among Stock Markets: Evidence from Higher-Order Moments
Author(s) -
Marinela Adriana Finta,
Sofiane Aboura
Publication year - 2017
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3129856
Subject(s) - stock (firearms) , economics , order (exchange) , financial economics , econometrics , risk premium , monetary economics , geography , finance , archaeology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom