The Dynamics of Value Comovement across Global Equity Markets
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Cited by:
- Adam Zaremba, 2019. "The Cross Section of Country Equity Returns: A Review of Empirical Literature," JRFM, MDPI, vol. 12(4), pages 1-26, October.
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Keywords
asset pricing; PE Ratio; CAPE; Price-Earning ratio; financial crisis; value portfolio; equity markets; DCC-GARCH models;All these keywords.
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