A Practical Approach for Quantifying Country Risk on the Ukrainian Stock Market
This article represents the theoretical basis of country risk evaluating for emerging markets. It also contains the results of testing modified CAPM which include country risk premium for Ukrainian stock market. The study is based on data from the Ukrainian Stock Exchange and UX index for 2009 - 201...
Gespeichert in:
| Veröffentlicht in: | Економічний вісник Донбасу |
|---|---|
| Datum: | 2013 |
| Hauptverfasser: | Khomenko, Ya.V., Molchanov, O.I., Sheyka, K.S. |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут економіки промисловості НАН України
2013
|
| Schlagworte: | |
| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/123386 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | A Practical Approach for Quantifying Country Risk on the Ukrainian Stock Market / Ya.V. Khomenko, O.I. Molchanov, K.S. Sheyka // Економічний вісник Донбасу. — 2013. — № 4 (34). — С. 81–85. — Бібліогр.: 14 назв. — англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of UkraineÄhnliche Einträge
-
A Practical Approach for Quantifying Country Risk on the Ukrainian Stock Market
von: Ya. V. Khomenko, et al.
Veröffentlicht: (2013) -
Modeling the interaction among the Ukrainian and foreign stock markets
von: Lyashenko, S.V.
Veröffentlicht: (2010) -
Dividend Puzzle on Bulgarian Stock Exchange - Opportunity for an Abnormal Risk-adjusted Returns
von: Pavlov, Ts.L.
Veröffentlicht: (2014) -
Research of the foreign countries experience in regulation of investment processes in building sphere
von: Shlafman, N., et al.
Veröffentlicht: (2017) -
Pension Funds: Investment Risk Management
von: Parfonova, L.G., et al.
Veröffentlicht: (2013)