Title:

Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets

Authors:

Miguel Almeida Ferreira (ISCTE - Instituto Universitário de Lisboa)
Paulo Gama (U Coimbra, ISCTE - Instituto Universitário de Lisboa)

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