Liang Meng

Old Dominion University

Norfolk, VA 23529-0222

United States

SCHOLARLY PAPERS

1

DOWNLOADS

61

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

The Role of U.S. Market on International Risk-Return Tradeoff Relations

Number of pages: 37 Posted: 28 Sep 2016 Last Revised: 10 Feb 2017
Licheng Sun, Liang Meng and Mohammad Najand
Old Dominion University, Old Dominion University and Old Dominion University - Finance
Downloads 61 (695,516)

Abstract:

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Risk-Return Tradeoff, International Markets, Intertemporal CAPM, Lead-Lag Effect, Multivariate GARCH-in-Mean