Time-varying beta and the Asian financial crisis : evidence from the Asian industrial sectors
Year of publication: |
2010
|
---|---|
Authors: | Choudhry, Taufiq ; Lu, Lin ; Peng, Ke |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 22.2010, 4, p. 228-234
|
Subject: | Asien | Asia | Finanzkrise | Financial crisis | Betafaktor | Beta risk | CAPM | Aktienmarkt | Stock market |
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