Forecasting performance of different betas : Mexican stocks before and during the COVID-19 pandemic
Francisco López Herrera, Jaime González Maiz Jiménez and Adán Reyes Santiago
| Year of publication: |
2022
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|---|---|
| Authors: | López Herrera, Francisco ; González Maiz Jiménez, Jaime ; Reyes Santiago, Adán |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 13, p. 3868-3880
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| Subject: | APT | COVID-19 | Mexico stock market | systematic risk | time-varying beta | Coronavirus | Mexiko | Mexico | Betafaktor | Beta risk | Aktienmarkt | Stock market | CAPM | Börsenkurs | Share price | Schätzung | Estimation | Epidemie | Epidemic | Prognoseverfahren | Forecasting model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2022.2073813 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462450