A latent factor model with global, country, and industry shocks for international stock returns / Robin Brooks, Marco Del Negro
By: Brooks, Robin.
Contributor(s): Negro, Marco Del.
Material type: BookSeries: IMF Working paper No. 05-52.Publisher: Washington : International Monetary Fund (IMF) , 2005Description: 34p. : ill. ; 26 cm.Subject(s): Deversification | Industrial structure | International financial markets | RiskItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Documents | BIDS Library and Documentation Center General Stacks | Non-fiction | UN IMF Wp-05-52 (Browse shelf) | C-01 | Available | 111431 |
Includes bibliographical references and index.