Article

Title:
Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets
Journal:
Journal Of Financial And Quantitative Analysis
Year:
2005
Volume:
40
Pages:
195-222
JEL codes:
G11 - Portfolio Choice; Investment Decisions
G15 - International Financial Markets
G14 - Information and Market Efficiency; Event Studies
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