Country world betas : the link between the stock market beta and macroeconomic beta
Numan Ülkü; Saleh Baker
| Year of publication: |
2014
|
|---|---|
| Authors: | Ülkü, Numan ; Baker, Saleh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 11.2014, 1, p. 36-46
|
| Subject: | Stock market comovement | Comovement of output and inflation | World beta | Macroeconomic beta | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | CAPM | Inflation | Betafaktor | Beta risk | Inflationserwartung | Inflation expectations | Welt | World | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010393629