Browsing FGV EESP - Escola de Economia de São Paulo by Advisor "Boons, Martijn"

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An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets

Spierts, Joshua Patrick
2018-01-16

This paper will follow Pettengill et al.’s (1995) approach to examine the unconditional and conditional relationship between beta and returns from January 1995 to May 2017 in a well globally diversified sample of 22 emerging ...
Macroeconomic indicators and systematic risk: is there a difference between emerging and developed markets?

Schlögl, Hubertus Tassilo
2018-01-16

This explorative study is about the influencing effects of US macroeconomic announcements on changes in systematic risk with the focus on the difference between emerging and developed markets. Seven different US macroeconomic ...