ID | 313501 |
Title Proper | Latent factor model with global, country and industry shocks for international stock returns |
Language | ENG |
Author | Brooks, Robin ; Negro, Marco Del |
`In' analytical Note | In Hupkes, Eva, Quintyn, Marc & Taylor, Michael W.: Accountability of financal sector supervisors : Principle and practice. Washington. IMF, 2005.--(IMFWP/05/51) |
Journal Source | In Hupkes, Eva, Quintyn, Marc & Taylor, Michael W.: Accountability of financal sector supervisors : Principle and practice. Washington. IMF, 2005.--(IMFWP/05/51)
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Classification Number | IMF |
Key Words | Industrial Structure ; Diversification ; International financial markets ; Risk |