Time-varying beta and the Asian financial crisis : evidence from Malaysian and Taiwanese firms
Taufiq Choudhry
| Year of publication: |
2005
|
|---|---|
| Authors: | Choudhry, Taufiq |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 13.2005, 1, p. 93-118
|
| Subject: | Betafaktor | Beta risk | Volatilität | Volatility | ARCH-Modell | ARCH model | Malaysia | Taiwan | Finanzkrise | Financial crisis |
| 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/10002536515