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【全文链接或数据库名称(选填)】Asymmetric impacts of global risk appetite on the risk premium for an emerging marketİB Kanlı - Physica A: Statistical Mechanics and its Applications, 2008 - ElsevierThis paper analyzes the impact of global risk appetite on the risk premium utilizing high-
frequency data. Taking the Turkish economy as our laboratory, we find that the risk premium
volatility responds only to a worsening in the risk appetite for the Turkish economy, which ...被引用次数：4 相关文章 所有 6 个版本 引用 保存