Testing beta stationarity across bond rating changes
Year of publication: |
1992
|
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Authors: | Impson, C. Michael ; Karafiath, Impre ; Glascock, John Leslie |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 27.1992, 4, p. 607-618
|
Subject: | Börsenkurs | Share price | Kreditwürdigkeit | Credit rating | Betafaktor | Beta risk | Anleihe | Bond | CAPM |
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