Liquidity premium in emerging markets during the international credit financial crisis: the Mexico and Chile cases
The stochastic discount factor persistently has a liquidity premium for the most traded stocks in the years of the international financial credit crises 2007-2008, effect that persists during 2009 in Mexico and Chile. This effect it is not persistent in the period 2010 to 2012, when it is only st...
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| Veröffentlicht in: | Contaduría y Administración |
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| 1. Verfasser: | |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Universidad Nacional Autónoma de México
2015
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| Online-Zugang: | https://www.redalyc.org/articulo.oa?id=39543183002 |
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