Beta asymmetry in the global stock markets following the subprime mortgage crisis
Yung-Shi Liau
| Year of publication: |
2016
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| Authors: | Liau, Yung-Shi |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 7/9, p. 2195-2207
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| Subject: | asymmetric beta | DCC-GJR-GARCH model | subprime mortgage crisis | Subprime-Krise | Subprime financial crisis | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Betafaktor | Beta risk | ARCH-Modell | ARCH model | Welt | World | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1068613 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594969