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My bibliography Save this paperTime Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification
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More about this item
Keywords
Generalised Impulse Responses; Asymmetry; International Capital Asset Pricing Model.;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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