Arbitrage pricing theory in international markets

Arbitrage pricing theory in international markets

This dissertation studies the impact of multiple pre-specified sources of risk in the return of three non-overlapping groups of countries, through an Arbitrage Pricing Theory (APT) model. The groups are composed of emerging and developed markets. Emerging markets have become important players in the...

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Bibliographic Details
Main Author: Bernat, Liana Oliveira
Other Authors: Bueno, Rodrigo de Losso da Silveira
Format: Others
Language:en
Published: Biblioteca Digitais de Teses e Dissertações da USP 2011
Subjects:
Arbitrage pricing theory
Asset pricing models
Econometria
Economia
Finanças internacionais
Risk factors
Online Access:http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/

Internet

http://www.teses.usp.br/teses/disponiveis/12/12138/tde-01122011-203538/

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