haku: @author Ross, L. / yhteensä: 2
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| Tekijä: | Goodwin, T. Ross, L. |
| Otsikko: | Has Europe outgrown its national boundaries? |
| Lehti: | Journal of Asset Management
2002 : JUL, VOL. 3:1, p. 39-54 |
| Asiasana: | FACTOR ANALYSIS MODELS RISK ANALYSIS STOCKS |
| Kieli: | eng |
| Tiivistelmä: | A senior research analyst, has been with Leola Ross This paper provides a robust examination of the shift from country to sector as the primary risk driver for large cap European equities. This study differs from many others in that it utilizes both cross-sectional and time- series techniques, index and stock-level data, and two sector definitions. Moreover, it examines the effect of the technology sector, a unified currency and capitalization size on both pan- and continental-European data to affirm the robustness of the findings. Ultimately, it is shown that, with the notable exception of small capitalization stocks, sector has gained importance over country as Europe has moved toward financial integration and a unified currency. |
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