Asymmetric volatility and conditional expected returns

Asymmetric volatility and conditional expected returns

Bibliographic Details
Main Authors: Hisham, Al Refai, Mohamed, Abdelaziz Eissa, Rami, Zeitun
Format: text
Language:eng
Published: Emerald 2017
Subjects:
Amman Stock Exchange,Asymmetric volatility,EGARCH-M,Global financial crisis (GFC),Risk-return relationship,Sectoral return volatility

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