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    Dynamic Interdependence of Systematic Risks in Emerging Markets Economies: A Recursive-Based Frequency-Domain Approach by Emmanuel Asafo-Adjei, Anokye M. Adam, Anthony Adu-Asare Idun, Peace Y. Ametepi

    Published 2022-01-01
    “…Conversely, the equity betas of United Arab Emirates (Africa and Middle East), Argentina (Americas), China (Asia), and Russia (Europe) exhibit low degrees of integration with other systematic risk returns from each subregion. …”
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