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Country risk and the estimation of asset return distributions
Authors:Robert Brooks  Xibin Zhang  Emawtee Bissoondoyal Bheenick
Affiliation:1. Department of Econometrics and Business Statistics , Monash University , PO Box 197, Caulfield East, VIC 3145, Australia robert.brooks@buseco.monash.edu.au;3. Department of Econometrics and Business Statistics , Monash University , PO Box 197, Caulfield East, VIC 3145, Australia;4. School of Economics, Finance and Marketing, RMIT Business , GPO Box 2476V, Melbourne, VIC 3001, Australia
Abstract:
Keywords:
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