Currency risk in excess equity returns : a multi time-varying beta approach
G.C. Lim
| Year of publication: |
2005
|
|---|---|
| Authors: | Lim, Guay C. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 15.2005, 3, p. 189-207
|
| Subject: | ARCH-Modell | ARCH model | CAPM | Betafaktor | Beta risk | Theorie | Theory | Großbritannien | United Kingdom | 1987-2000 |
| 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/10002922141