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Quantitative Finance Volume 7, 2007 - Issue 3
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Original Articles

Country risk and the estimation of asset return distributions

Robert Brooks Department of Econometrics and Business Statistics, Monash University, PO Box 197, Caulfield East, VIC 3145, AustraliaCorrespondence[email protected]
,
Xibin Zhang Department of Econometrics and Business Statistics, Monash University, PO Box 197, Caulfield East, VIC 3145, Australia
&
Emawtee Bissoondoyal Bheenick School of Economics, Finance and Marketing, RMIT Business, GPO Box 2476V, Melbourne, VIC 3001, Australia
Pages 261-265 | Received 23 May 2005, Accepted 10 Oct 2006, Published online: 19 Jun 2007

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