Time-varying beta during the 2008 financial crisis – evidence from North America and Western Europe
Year of publication: |
2017
|
---|---|
Authors: | Ben Slimane, Ikrame ; Bellalah, Makram ; Rjiba, Hatem |
Published in: |
The Journal of Risk Finance. - Emerald Publishing Limited, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 18.2017, 4, p. 398-431
|
Publisher: |
Emerald Publishing Limited |
Subject: | GARCH | Subprime crisis | BEKK model | Time-varying beta |
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