Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets

Author: Haque Mahfuzul   Kouki Imen  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.10, Iss.3, 2009-05, pp. : 261-276

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Abstract