Brooks, Robin
A latent factor model with global, country, and industry shocks for international stock returns / Robin Brooks, Marco Del Negro - Washington : International Monetary Fund (IMF) , 2005 - 34p. : ill. ; 26 cm. - IMF Working paper No. 05-52 .
Includes bibliographical references and index.
Deversification
Industrial structure
International financial markets
Risk
UN IMF Wp-05-52
A latent factor model with global, country, and industry shocks for international stock returns / Robin Brooks, Marco Del Negro - Washington : International Monetary Fund (IMF) , 2005 - 34p. : ill. ; 26 cm. - IMF Working paper No. 05-52 .
Includes bibliographical references and index.
Deversification
Industrial structure
International financial markets
Risk
UN IMF Wp-05-52