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Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices Cover

Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices

Financial Internet Quarterly
Volume 12 (2016): Issue 2 (June 2016)
By: ,   and    
Open Access
|Feb 2017
Authors

Authors

Paweł Sakowski

Poland
Poland

Robert Ślepaczuk

rslepaczuk@wne.uw.edu.pl

Poland
Poland

Mateusz Wywiał

Poland
Poland
DOI: https://doi.org/10.1515/fiqf-2016-0141 | Journal eISSN: 2719-3454
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Language: English
Page range: 23 - 35
Submitted on: Oct 1, 2015
Accepted on: Sep 27, 2016
Published on: Feb 9, 2017
Published by: University of Information Technology and Management in Rzeszow
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
cross-sectional models,
asset pricing models,
equity risk premiums,
emerging and developed equity indices,
data overfitting and model risk
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 2017 Paweł Sakowski, Robert Ślepaczuk, Mateusz Wywiał, published by University of Information Technology and Management in Rzeszow
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 12 (2016): Issue 2 (June 2016)
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