Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries
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More about this item
Keywords
Financial econometrics; GARCH models; asset pricing; investment; cost of capital; country risk; equity returns.;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G - Financial Economics
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G2 - Financial Economics - - Financial Institutions and Services
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- F - International Economics
- F3 - International Economics - - International Finance
- F31 - International Economics - - International Finance - - - Foreign Exchange
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