Skip navigation
Full metadata record
DC FieldValueLanguage
dc.contributor.authorBrown, Stephen J.-
dc.contributor.authorHiraki, Takato-
dc.contributor.authorArakawa, Kiyoshi-
dc.contributor.authorOhno, Saburo-
dc.description.abstractRecent evidence suggests that global equity markets are becoming more risky. We find that much of the apparent increase in international variance and covariance of returns can be attributed to systematic variations in global risk premia correlated across markets, rather than to any fundamental change in the risk attributes of these markets. This result has interest both for practitioners and for those interested in modeling global asset prices.en
dc.subjectRisk premiaen
dc.subjectinternational asset pricing modelsen
dc.subjectglobal capital marketsen
dc.subjectglobal investmentsen
dc.titleRisk Premia in International Equity Markets Revisiteden
dc.typeWorking Paperen
Appears in Collections:Finance Working Papers

Files in This Item:
File Description SizeFormat 
FIN-07-033.pdf349.22 kBAdobe PDFView/Open

Items in FDA are protected by copyright, with all rights reserved, unless otherwise indicated.