A Practical Approach for Quantifying Country Risk on the Ukrainian Stock Market

This article represents the theoretical basis of country risk evaluating for emerging markets. It also contains the results of testing modified CAPM which include country risk premium for Ukrainian stock market. The study is based on data from the Ukrainian Stock Exchange and UX index for 2009 - 201...

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Bibliographic Details
Date:2013
Main Authors: Khomenko, Ya.V., Molchanov, O.I., Sheyka, K.S.
Format: Article
Language:English
Published: Інститут економіки промисловості НАН України 2013
Series:Економічний вісник Донбасу
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Online Access:http://dspace.nbuv.gov.ua/handle/123456789/123386
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:A Practical Approach for Quantifying Country Risk on the Ukrainian Stock Market / Ya.V. Khomenko, O.I. Molchanov, K.S. Sheyka // Економічний вісник Донбасу. — 2013. — № 4 (34). — С. 81–85. — Бібліогр.: 14 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine