Andere Kunden interessierten sich auch für
![Analyse der Gültigkeit der]( "Analyse der Gültigkeit der")
Analyse der Gültigkeit der "Return-Chasing"-Hypothese68,90 €![Análisis de la validez de la hipótesis Return-Chasing]( "Análisis de la validez de la hipótesis Return-Chasing")
Análisis de la validez de la hipótesis Return-Chasing44,99 €![Análise da validade da hipótese de Retorno-Chasing]( "Análise da validade da hipótese de Retorno-Chasing")
Análise da validade da hipótese de Retorno-Chasing44,99 €![Analyse de la validité de l'hypothèse de la chasse au rendement]( "Analyse de la validité de l'hypothèse de la chasse au rendement")
Analyse de la validité de l'hypothèse de la chasse au rendement44,99 €![Analisi della validità dell'ipotesi della caccia al rendimento]( "Analisi della validità dell'ipotesi della caccia al rendimento")
Analisi della validità dell'ipotesi della caccia al rendimento44,99 €![Analiz obosnowannosti gipotezy o pogone za wozwratom]( "Analiz obosnowannosti gipotezy o pogone za wozwratom")
Analiz obosnowannosti gipotezy o pogone za wozwratom19,99 €![Hypothesis that the Federal Reserve can set interest rates based on the movements of the planet Mars and the timing of the Jewish Shmita year]( "Hypothesis that the Federal Reserve can set interest rates based on the movements of the planet Mars and the timing of the Jewish Shmita year")
Hypothesis that the Federal Reserve can set interest rates based on the movements of the planet Mars and the timing of the Jewish Shmita year26,99 €
The central basis of this research work is to test the validity of Anthony Tu's Return-chasing hypothesis within the Latin American, European and Asian economies, where it will be analyzed whether investors' behavior is given under the risk/return parameter.In the analysis of the problem, a descriptive study was carried out where a sample of data was taken from three Latin American stock indexes -Brazil, Chile and Colombia- and then compared with three European stock markets -Germany, Spain and United Kingdom- and Asian stock indexes -China, Singapore and India-. The sample period starts in January 2006 and ends in December 2019; and the conditional variance in the model is assumed to follow a Garch-M model, where Damodaran's Country Risk is included as an explanatory risk variable for the mean and variance equation.the study showed that capital inflows act differently for each economy analyzed, regardless of whether they are emerging, as are the Latin American and Asian economies, or developed, as is the case of Europe.