Country and Industry Dynamics in Stock Returns /
A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking "pure" country and industry factors...
| Glavni avtor: | |
|---|---|
| Drugi avtorji: | |
| Format: | Revija |
| Jezik: | English |
| Izdano: |
Washington, D.C. :
International Monetary Fund,
2003.
|
| Serija: | IMF Working Papers; Working Paper ;
No. 2003/052 |
| Online dostop: | Full text available on IMF |