TY  - JOUR 
AU  - Rodríguez Sanz, Juan Antonio
AU  - Vallelado González, Eleuterio
AU  - Fernández Martín, Miguel
PY  - 2024
SN  - 1758-5880
UR  - https://uvadoc.uva.es/handle/10324/67838
AB  - This paper aims to investigate the determinants of different types of market riskfaced by Spanish firms from 2012 to 2019. Using Fama and French's (Journalof Financial Economics, 1993, 33, 3) three-factor model, we estimate total risk,diversifiable...
LA  - eng
PB  - Wiley Online Library
KW  - Mercado financiero - España
KW  - Market risks
KW  - Three-factor model
KW  - Size risks
KW  - Valuation risks
TI  - Risk analysis of Spanish companies
DO  - 10.1111/1758-5899.13316
ER  -